Is there any option to select the best lambda according to Cp oor GCV in the sparse additive modeling function?

asadharis / HierBasis

An R package for nonparametric regression and fitting sparse additive models.

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Is there any option to select the best lambda according to Cp oor GCV in the sparse additive modeling function? #1

Open terrysun0302 opened 6 years ago

terrysun0302 commented 6 years ago

Dear Author,

I am looking for a package to do variable selection of sparse additive modeling, and I am wondering is there any option to select the best lambda according to Cp or GCV (Sparse additive model 2009) in your sparse additive modeling function?

Best,

Hao

asadharis commented 6 years ago

Dear Hao,

Currently the package does not support this option. Currently, I am working on adding an option for selection of lambda by K-fold cross validation. Thank you for your suggestion of adding other methods such as Cp and GCV.

Best, Asad