Package: NVCSSL
Type: Package
Title: Nonparametric Varying Coefficient Spike-and-Slab Lasso
Version: 1.0
Date: 2020-05-12
Author: Ray Bai
Maintainer: Ray Bai <raybaistat@gmail.com>
Description: EM algorithm for fitting Bayesian varying coefficient models with the nonparametric varying coefficient spike-and-slab lasso of Bai et al. (2020) <arXiv:1907.06477>. Also fits penalized frequentist varying coefficient models with the group lasso, group smoothly clipped absolute deviation, and group minimax concave penalty.
License: GPL-3
LazyData: true
Depends: R (>= 3.5.0)
Imports: stats, splines, plyr, grpreg, Matrix
NeedsCompilation: yes
Repository: CRAN
Packaged: 2020-06-04 16:06:19 UTC; rayba
Date/Publication: 2020-06-09 09:40:03 UTC
Built: R 4.1.3; ; 2023-04-17 15:49:17 UTC; windows
