swMATH ID: 42770
Software Authors: Ray Bai
Description: R package sparseGAM: Sparse Generalized Additive Models. Fits sparse frequentist GAMs (SF-GAM) for continuous and discrete responses in the exponential dispersion family with the group lasso, group smoothly clipped absolute deviation (SCAD), and group minimax concave (MCP) penalties <doi:10.1007/s11222-013-9424-2>. Also fits sparse Bayesian generalized additive models (SB-GAM) with the spike-and-slab group lasso (SSGL) penalty of Bai et al. (2021) <doi:10.1080/01621459.2020.1765784>. B-spline basis functions are used to model the sparse additive functions. Stand-alone functions for group-regularized negative binomial regression, group-regularized gamma regression, and group-regularized regression in the exponential dispersion family with the SSGL penalty are also provided.
Homepage: https://cran.r-project.org/web/packages/sparseGAM/index.html
Source Code:  https://github.com/cran/sparseGAM
Dependencies: R
Related Software: GitHub; cosso; tfCox; mgcv; BhGLM; spikeSlabGAM; R; BHAM
Cited in: 0 Documents