scalreg: Scaled sparse linear regression

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Algorithms for fitting scaled sparse linear regression and estimating precision matrices

Author
Tingni Sun
Date of publication
2013-12-18 01:48:13
Maintainer
Tingni Sun <tingni@wharton.upenn.edu>
License
GPL-2
Version
1.0

View on CRAN

Man pages

predict.scalreg
Prediction based on a scalreg object
print.scalreg
Printing the solution from a scalreg object
scalreg
Scaled sparse linear regression
scalreg-internal
Internal scalreg functions
scalreg-package
Scaled sparse linear regression
sp500
sp500

Files in this package

scalreg
scalreg/NAMESPACE
scalreg/data
scalreg/data/sp500.RData
scalreg/data/datalist
scalreg/R
scalreg/R/predict.scalreg.R
scalreg/R/slassoEst.R
scalreg/R/slassoInv.R
scalreg/R/print.scalreg.R
scalreg/R/scalreg.R
scalreg/R/lse.R
scalreg/MD5
scalreg/DESCRIPTION
scalreg/man
scalreg/man/scalreg-package.Rd
scalreg/man/sp500.Rd
scalreg/man/predict.scalreg.Rd
scalreg/man/scalreg.Rd
scalreg/man/print.scalreg.Rd
scalreg/man/scalreg-internal.Rd