cosso (2.1-1)

Fit Regularized Nonparametric Regression Models Using COSSO Penalty..

COSSO is a new regularization method that 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.

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

License: GPL (>= 2)

Uses: glmnet, quadprog, Rglpk

Released almost 7 years ago.