Nonparametric Varying Coefficient Spike-and-Slab Lasso R package NVCSSL version 3.0 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>. Software Depends: R (>= 3.6.0) Imports: stats, splines, dae, plyr, Matrix, GIGrvg, MASS, MCMCpack, grpreg, mvtnorm Ray Bai <raybaistat@gmail.com> Comprehensive R Archive Network (CRAN) Ray Bai [aut, cre] GPL-3 2025-07-19 application/tgz https://CRAN.R-project.org/package=NVCSSL doi:10.32614/CRAN.package.NVCSSL