cosso: Fit Regularized Nonparametric Regression Models Using COSSO Penalty

The COSSO regularization method 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 [aut, cph], Chen-Yen Lin [aut, cph], Isaac Ray [cre, ctb]
MaintainerIsaac Ray <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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cosso documentation built on March 31, 2023, 8:25 p.m.