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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.

Versions across snapshots

VersionRepositoryFileSize
2.1-2 2026-04-09 windows/windows R-4.5 cosso_2.1-2.zip 185.9 KiB

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