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The COSSO regularization method 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.
| Version: | 2.1-2 |
| Depends: | quadprog, Rglpk, parallel, glmnet |
| Published: | 2023-03-08 |
| DOI: | 10.32614/CRAN.package.cosso |
| Author: | Hao Helen Zhang [aut, cph], Chen-Yen Lin [aut, cph], Isaac Ray [cre, ctb] |
| Maintainer: | Isaac Ray <null at stat.tamu.edu> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://arxiv.org/abs/math/0702659 |
| NeedsCompilation: | no |
| Materials: | NEWS |
| CRAN checks: | cosso results |
| Reference manual: | cosso.pdf |
| Package source: | cosso_2.1-2.tar.gz |
| Windows binaries: | r-devel: cosso_2.1-2.zip, r-release: cosso_2.1-2.zip, r-oldrel: cosso_2.1-2.zip |
| macOS binaries: | r-release (arm64): cosso_2.1-2.tgz, r-oldrel (arm64): cosso_2.1-2.tgz, r-release (x86_64): cosso_2.1-2.tgz, r-oldrel (x86_64): cosso_2.1-2.tgz |
| Old sources: | cosso archive |
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