NVCSSL

Nonparametric Varying Coefficient Spike-and-Slab Lasso

CRAN Package

Fits Bayesian regularized varying coefficient models with the Nonparametric Varying Coefficient Spike-and-Slab Lasso (NVC-SSL) introduced by Bai et al. (2023) . Functions to fit frequentist penalized varying coefficients are also provided, with the option of employing the group lasso penalty of Yuan and Lin (2006) , the group minimax concave penalty (MCP) of Breheny and Huang , or the group smoothly clipped absolute deviation (SCAD) penalty of Breheny and Huang (2015) .

  • Version2.0
  • R version≥ 3.6.0
  • LicenseGPL-3
  • Needs compilation?Yes
  • Last release09/17/2023

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  • Depends1 package
  • Imports9 packages