cosso: Fit Regularized Nonparametric Regression Models Using COSSO Penalty

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>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: NEWS
CRAN checks: cosso results


Reference manual: cosso.pdf


Package source: cosso_2.1-2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
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


Please use the canonical form to link to this page.