cosso (2.0-1)

COSSO, adaptive COSSO, variable selection for nonparametric smoothing spline models..

COSSO is the short term for Component Selection and Smoothing Operator. The new regularization method automatically selects important function components by a soft-thresholding penalty in the context of smoothing spline ANOVA models. The details about the procedures are given in the paper by Lin and Zhang (2007).

Maintainer: Chen-Yen Lin
Author(s): Hao Helen Zhang <> and Chen-Yen Lin <>

License: GPL (>= 2)

Uses: quadprog, Rglpk, snow, snowfall

Released over 7 years ago.