Published by the Foundation for Open Access Statistics Editors-in-chief: Bettina Grün, Torsten Hothorn, Rebecca Killick, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
Authors: Fabian Scheipl
Title: spikeSlabGAM: Bayesian Variable Selection, Model Choice and Regularization for Generalized Additive Mixed Models in R
Abstract: The R package spikeSlabGAM implements Bayesian variable selection, model choice, and regularized estimation in (geo-)additive mixed models for Gaussian, binomial, and Poisson responses. Its purpose is to (1) choose an appropriate subset of potential covariates and their interactions, (2) to determine whether linear or more flexible functional forms are required to model the effects of the respective covariates, and (3) to estimate their shapes. Selection and regularization of the model terms is based on a novel spike-and-slab-type prior on coefficient groups associated with parametric and semi-parametric effects.

Page views:: 6168. Submitted: 2010-11-23. Published: 2011-09-14.
Paper: spikeSlabGAM: Bayesian Variable Selection, Model Choice and Regularization for Generalized Additive Mixed Models in R     Download PDF (Downloads: 6794)
Supplements:
spikeSlabGAM_1.0-0.tar.gz: R source package Download (Downloads: 601; 618KB)
v43i14.R: R example code from the paper Download (Downloads: 649; 8KB)
DOI: 10.18637/jss.v043.i14

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Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.