cosso: Fit Regularized Nonparametric Regression Models Using COSSO Penalty.

COSSO is a new regularization method that automatically estimates and selects important function components by a soft-thresholding penalty in the context of smoothing spline ANOVA models. Implemented models include mean regression, quantile regression, logistic regression and the Cox regression models.

AuthorHao Helen Zhang <hzhang@math.arizona.edu> and Chen-Yen Lin <clin5@ncsu.edu>
Date of publication2013-03-11 07:44:02
MaintainerChen-Yen Lin <clin5@ncsu.edu>
LicenseGPL (>= 2)
Version2.1-1
http://www4.stat.ncsu.edu/~hzhang/cosso.html

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