NVCSSL (Q137299)
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Nonparametric Varying Coefficient Spike-and-Slab Lasso
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | NVCSSL |
Nonparametric Varying Coefficient Spike-and-Slab Lasso |
Statements
17 September 2023
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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) <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>.
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Q58077 (Deleted Item)
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