R package cosso: Fit Regularized Nonparametric Regression Models Using COSSO Penalty. COSSO is a new regularization method that 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.
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References in zbMATH (referenced in 1 article )
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- Adriano Zambom and Michael Akritas: NonpModelCheck: An R Package for Nonparametric Lack-of-Fit Testing and Variable Selection (2017) not zbMATH