SAM

Sparse Additive Modelling

CRAN Package

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.


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  • Imports1 package
  • Linking To2 packages
  • Reverse Imports4 packages