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Fits Bayesian regularized varying coefficient models with the Nonparametric Varying Coefficient Spike-and-Slab Lasso (NVC-SSL) introduced by Bai et al. (2023) <doi:10.48550/arXiv.1907.06477>. 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: | 2.0 |
Depends: | R (≥ 3.6.0) |
Imports: | stats, splines, dae, plyr, Matrix, GIGrvg, MASS, MCMCpack, grpreg, mvtnorm |
Published: | 2023-09-17 |
DOI: | 10.32614/CRAN.package.NVCSSL |
Author: | Ray Bai |
Maintainer: | Ray Bai <raybaistat at gmail.com> |
License: | GPL-3 |
NeedsCompilation: | yes |
CRAN checks: | NVCSSL results |
Reference manual: | NVCSSL.pdf |
Package source: | NVCSSL_2.0.tar.gz |
Windows binaries: | r-devel: NVCSSL_2.0.zip, r-release: NVCSSL_2.0.zip, r-oldrel: NVCSSL_2.0.zip |
macOS binaries: | r-release (arm64): NVCSSL_2.0.tgz, r-oldrel (arm64): NVCSSL_2.0.tgz, r-release (x86_64): NVCSSL_2.0.tgz, r-oldrel (x86_64): NVCSSL_2.0.tgz |
Old sources: | NVCSSL archive |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.