NVCSSL
Nonparametric Varying Coefficient Spike-and-Slab Lasso
Fits Bayesian regularized varying coefficient models with the Nonparametric Varying Coefficient Spike-and-Slab Lasso (NVC-SSL) introduced by Bai et al. (2023) doi:10.48550/arXiv.1907.06477. Functions to fit frequentist penalized varying coefficients are also provided, with the option of employing the group lasso penalty of Yuan and Lin (2006) doi:10.1111/j.1467-9868.2005.00532.x, the group minimax concave penalty (MCP) of Breheny and Huang doi:10.1007/s11222-013-9424-2, or the group smoothly clipped absolute deviation (SCAD) penalty of Breheny and Huang (2015) doi:10.1007/s11222-013-9424-2.
- Version2.0
- R version≥ 3.6.0
- LicenseGPL-3
- Needs compilation?Yes
- Last release09/17/2023
Team
Ray Bai
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- Imports8 packages