SAM (1.1.0)

Sparse Additive Modelling.

Computationally efficient tools for high dimensional predictive modeling (regression and classification). SAM is short for sparse additive modeling, and adopts the computationally efficient basis spline technique. We solve the optimization problems by various computational algorithms including the block coordinate descent algorithm, fast iterative soft-thresholding algorithm, and newton method. The computation is further accelerated by warm-start and active-set tricks.

Maintainer: Haoming Jiang
Author(s): Haoming Jiang, Yukun Ma, Xinyu Fei, Tuo Zhao, Xingguo Li, Han Liu, and Kathryn Roeder

License: GPL-2

Uses: Rcpp

Released 2 months ago.