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Implements the Scout method for regression, described in "Covariance-regularized regression and classification for high-dimensional problems", by Witten and Tibshirani (2008), Journal of the Royal Statistical Society, Series B 71(3): 615-636.
Package details |
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Author | Daniela M. Witten and Robert Tibshirani |
Maintainer | Daniela M. Witten <dwitten@uw.edu> |
License | GPL (>= 2) |
Version | 1.0.4 |
Package repository | View on CRAN |
Installation |
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