Preheat oven to 350 degrees F (175 degrees C). Grease cookie sheets.
Empty the package of cake mix into a large bowl. Combine the yogurt, sour cream and egg; stir into the cake mix until well blended. Mix in the coconut pecan frosting, coconut and walnuts. Drop by rounded spoonfuls onto the prepared cookie sheets.
Bake for 8 to 10 minutes in the preheated oven. Allow cookies to cool on baking sheet for 5 minutes before removing to a wire rack to cool completely.