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.
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