gamselBayes
CRANgamselBayesMaRDI QIDQ68819
Bayesian Generalized Additive Model Selection
Last update: 3 September 2023
Software version identifier: 1.0-3, 1.0-1, 1.0-2, 2.0-1
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Generalized additive model selection via approximate Bayesian inference is provided. Bayesian mixed model-based penalized splines with spike-and-slab-type coefficient prior distributions are used to facilitate fitting and selection. The approximate Bayesian inference engine options are: (1) Markov chain Monte Carlo and (2) mean field variational Bayes. Markov chain Monte Carlo has better Bayesian inferential accuracy, but requires a longer run-time. Mean field variational Bayes is faster, but less accurate. The methodology is described in He and Wand (2023) <arXiv:2201.00412>.
