cosso (2.1-0)

Fit Regularized Nonparametric Regression Models Using COSSO Penalty..

COSSO is the short term for COmponent Selection and Smoothing Operator. The new regularization method automatically estimates and selects important function components by a soft-thresholding penalty in the context of smoothing spline ANOVA models.

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

License: GPL (>= 2)

Uses: glmnet, quadprog, Rglpk, snow, snowfall

Released almost 7 years ago.