cosso: COSSO, adaptive COSSO, variable selection for nonparametric smoothing spline 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: 2.0-1
Depends: quadprog, Rglpk, snow, snowfall
Published: 2012-05-04
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_2.0-1.tar.gz
MacOS X binary: cosso_2.0-1.tgz
Windows binary: cosso_2.0-1.zip
Reference manual: cosso.pdf
Old sources: cosso archive