cosso (2.0-2)

COSSO, adaptive COSSO, variable selection for nonparametric smoothing spline (quantile) regression 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.