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 Documentation: Reference manual: NVCSSL.pdf Downloads: 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 Linking:Please use the canonical form https://CRAN.R-project.org/package=NVCSSL to link to this page.
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