NVCSSL: Nonparametric Varying Coefficient Spike-and-Slab Lasso

EM algorithm for fitting Bayesian varying coefficient models with the nonparametric varying coefficient spike-and-slab lasso of Bai et al. (2020) <arXiv:1907.06477>. Also fits penalized frequentist varying coefficient models with the group lasso, group smoothly clipped absolute deviation, and group minimax concave penalty.

Version: 1.0
Depends: R (≥ 3.5.0)
Imports: stats, splines, plyr, grpreg, Matrix
Published: 2020-06-09
Author: Ray Bai
Maintainer: Ray Bai <raybaistat at gmail.com>
License: GPL-3
NeedsCompilation: yes
CRAN checks: NVCSSL results


Reference manual: NVCSSL.pdf
Package source: NVCSSL_1.0.tar.gz
Windows binaries: r-devel: NVCSSL_1.0.zip, r-release: NVCSSL_1.0.zip, r-oldrel: NVCSSL_1.0.zip
macOS binaries: r-release: NVCSSL_1.0.tgz, r-oldrel: NVCSSL_1.0.tgz


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