gamsel
Fit Regularization Path for Generalized Additive Models
v1.8-5
·
Sep 24, 2024
·
GPL-2
Description
Using overlap grouped-lasso penalties, 'gamsel' selects whether a term in a 'gam' is nonzero, linear, or a non-linear spline (up to a specified max df per variable). It fits the entire regularization path on a grid of values for the overall penalty lambda, both for gaussian and binomial families. See <doi:10.48550/arXiv.1506.03850> for more details.
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1.8-5
Mar 9, 2026