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NVCSSL: Nonparametric Varying Coefficient Spike-and-Slab Lasso

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.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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