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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
3.0 |
rolling linux/jammy R-4.5 | NVCSSL_3.0.tar.gz |
407.6 KiB |
3.0 |
rolling linux/noble R-4.5 | NVCSSL_3.0.tar.gz |
407.4 KiB |
3.0 |
rolling source/ R- | NVCSSL_3.0.tar.gz |
353.4 KiB |
3.0 |
latest linux/jammy R-4.5 | NVCSSL_3.0.tar.gz |
407.6 KiB |
3.0 |
latest linux/noble R-4.5 | NVCSSL_3.0.tar.gz |
407.4 KiB |
3.0 |
latest source/ R- | NVCSSL_3.0.tar.gz |
353.4 KiB |
3.0 |
2026-04-26 source/ R- | NVCSSL_3.0.tar.gz |
353.4 KiB |
3.0 |
2026-04-23 source/ R- | NVCSSL_3.0.tar.gz |
353.4 KiB |
3.0 |
2026-04-09 windows/windows R-4.5 | NVCSSL_3.0.zip |
410.2 KiB |
2.0 |
2025-04-20 source/ R- | NVCSSL_2.0.tar.gz |
350.8 KiB |