Package: NVCSSL
Type: Package
Title: Nonparametric Varying Coefficient Spike-and-Slab Lasso
Version: 3.0
Authors@R: person(given = "Ray",
                  family = "Bai",
                  role = c("aut", "cre"),
                  email = "raybaistat@gmail.com")
Author: Ray Bai [aut, cre]
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) <https://jmlr.org/papers/volume24/20-1437/20-1437.pdf>. 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: no
Packaged: 2025-07-19 20:16:58 UTC; Ray Bai
Repository: CRAN
Date/Publication: 2025-07-19 20:40:02 UTC
Built: R 4.6.0; ; 2026-05-01 04:29:11 UTC; unix
