cosso: 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).

Version: 2.0-2
Depends: quadprog, Rglpk, snow, snowfall
Published: 2012-05-26
Author: Hao Helen Zhang and Chen-Yen Lin
Maintainer: Chen-Yen Lin <clin5 at ncsu.edu>
License: GPL (≥ 2)
URL: http://www4.stat.ncsu.edu/~hzhang/cosso.html
CRAN checks: cosso results

Downloads:

Package source: cosso_2.0-2.tar.gz
MacOS X binary: cosso_2.0-1.tgz
Windows binary: cosso_2.0-2.zip
Reference manual: cosso.pdf
Old sources: cosso archive