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) <https://jmlr.org/papers/volume24/20-1437/20-1437.pdf>. 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>.
| Version: |
3.0 |
| Depends: |
R (≥ 3.6.0) |
| Imports: |
stats, splines, dae, plyr, Matrix, GIGrvg, MASS, MCMCpack, grpreg, mvtnorm |
| Published: |
2025-07-19 |
| DOI: |
10.32614/CRAN.package.NVCSSL |
| Author: |
Ray Bai [aut, cre] |
| Maintainer: |
Ray Bai <raybaistat at gmail.com> |
| License: |
GPL-3 |
| NeedsCompilation: |
no |
| CRAN checks: |
NVCSSL results |
Documentation:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=NVCSSL
to link to this page.