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 |
Documentation:
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