Fit Regularized Nonparametric Regression Models Using COSSO Penalty
Internal Functions
Fit a generalized nonparametric model with cosso penalty
Plot method for COSSO object
Make predictions or extract coefficients from a cosso model
Compute adaptive weights by fitting a SS-ANOVA model
Tuning procedure for cosso
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.