Package: sparseGAM
Type: Package
Title: Sparse Generalized Additive Models
Version: 1.0
Date: 2021-05-29
Author: Ray Bai
Maintainer: Ray Bai <raybaistat@gmail.com>
Description: 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.
License: GPL-3
Depends: R (>= 3.6.0)
Imports: stats, splines, MASS, pracma, grpreg
NeedsCompilation: yes
Packaged: 2021-05-29 07:20:57 UTC; rayba
Repository: CRAN
Date/Publication: 2021-05-31 10:10:02 UTC
Built: R 4.1.0; ; 2021-06-01 17:02:09 UTC; unix
