COSSO, adaptive COSSO, variable selection for nonparametric smoothing spline models.

Documentation for package ‘cosso’ version 1.0-1

compwt	Computing the weights used in the penalty term of the adaptive COSSO.
cosso	Fit the additive COSSO and adaptive COSSO models.
ozone	Ozone pollution data in Los Angels, 1976
plot.cosso	Plot method for COSSO object
predict.cosso	Make predictions or extract coefficients from a fitted COSSO model
summary.cosso	Summary method for COSSO object