sparseGAM: Sparse Generalized Additive Models

Fits sparse frequentist GAMs (SF-GAM) for continuous and discrete responses in the exponential dispersion family with the group lasso, group smoothly clipped absolute deviation (SCAD), and group minimax concave (MCP) penalties <doi:10.1007/s11222-013-9424-2>. Also fits sparse Bayesian generalized additive models (SB-GAM) with the spike-and-slab group lasso (SSGL) penalty of Bai et al. (2021) <doi:10.1080/01621459.2020.1765784>. B-spline basis functions are used to model the sparse additive functions. Stand-alone functions for group-regularized negative binomial regression, group-regularized gamma regression, and group-regularized regression in the exponential dispersion family with the SSGL penalty are also provided.

Version: 1.0
Depends: R (≥ 3.6.0)
Imports: stats, splines, MASS, pracma, grpreg
Published: 2021-05-31
Author: Ray Bai
Maintainer: Ray Bai <raybaistat at gmail.com>
License: GPL-3
NeedsCompilation: yes
CRAN checks: sparseGAM results

Documentation:

Reference manual: sparseGAM.pdf

Downloads:

Package source: sparseGAM_1.0.tar.gz
Windows binaries: r-devel: sparseGAM_1.0.zip, r-devel-UCRT: sparseGAM_1.0.zip, r-release: sparseGAM_1.0.zip, r-oldrel: sparseGAM_1.0.zip
macOS binaries: r-release (arm64): sparseGAM_1.0.tgz, r-release (x86_64): sparseGAM_1.0.tgz, r-oldrel: sparseGAM_1.0.tgz

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