gamsel (1.8-0)

Fit Regularization Path for Generalized Additive Models.

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.

Maintainer: Trevor Hastie
Author(s): Alexandra Chouldechova [aut, cre], Trevor Hastie [aut, cre], Vitalie Spinu [ctb]

License: GPL-2

Uses: foreach, mda

Released over 2 years ago.