cosso (2.0-2)

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

http://www4.stat.ncsu.edu/~hzhang/cosso.html
http://cran.r-project.org/web/packages/cosso

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 <hzhang@stat.ncsu.edu> and Chen-Yen Lin <clin5@ncsu.edu>

License: GPL (>= 2)

Uses: quadprog, Rglpk, snow, snowfall

Released over 7 years ago.