Package: NVCSSL
Type: Package
Title: Nonparametric Varying Coefficient Spike-and-Slab Lasso
Version: 2.0
Date: 2023-09-17
Author: Ray Bai
Maintainer: Ray Bai <raybaistat@gmail.com>
Description: 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>.
License: GPL-3
LazyData: true
Depends: R (>= 3.6.0)
Imports: stats, splines, dae, plyr, Matrix, GIGrvg, MASS, MCMCpack,
        grpreg, mvtnorm
NeedsCompilation: yes
Packaged: 2023-09-17 21:32:05 UTC; rayba
Repository: CRAN
Date/Publication: 2023-09-17 22:50:19 UTC
