Generalized Additive Model Selection

a fork by EDG
work in progress

Reference: Chouldechova A and Hastie T, 2015

• Data-derived defaults for degrees and dfs
• New arguments min.degree, max.degree, min.df, max.df
• failsafe option that fits a glm instead (will be changed to glmnet).

The above try to prevent the algorithm from hanging or failing, which happens with bad values for degrees or dfs. These little fixes should probably be improved. They were implemented to allow running gamsel within another algorithm on a large number of experiments.