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.

Getting started

Package details

AuthorHao Helen Zhang <> and Chen-Yen Lin <>
MaintainerChen-Yen Lin <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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cosso documentation built on May 2, 2019, 7:30 a.m.