NVCSSL: Nonparametric Varying Coefficient Spike-and-Slab Lasso
EM algorithm for fitting Bayesian varying coefficient models with the nonparametric varying coefficient spike-and-slab lasso of Bai et al. (2020) <arXiv:1907.06477>. Also fits penalized frequentist varying coefficient models with the group lasso, group smoothly clipped absolute deviation, and group minimax concave penalty.
| Version: |
1.0 |
| Depends: |
R (≥ 3.5.0) |
| Imports: |
stats, splines, plyr, grpreg, Matrix |
| Published: |
2020-06-09 |
| Author: |
Ray Bai |
| Maintainer: |
Ray Bai <raybaistat at gmail.com> |
| License: |
GPL-3 |
| NeedsCompilation: |
yes |
| CRAN checks: |
NVCSSL results |
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