scout: Implements the Scout Method for Covariance-Regularized Regression

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.

Author
Daniela M. Witten and Robert Tibshirani
Date of publication
2015-07-10 20:41:38
Maintainer
Daniela M. Witten <dwitten@uw.edu>
License
GPL (>= 2)
Version
1.0.4

View on CRAN

Man pages

crossProdLasso
Performs the lasso on the cross product matrices X'X and X'y
cv.scout
Perform cross-validation for covariance-regularized...
predict.scoutobject
Prediction function for covariance-regularized regression,...
print.cvobject
Print function for scout
print.scoutobject
Print function for scout
scout
Covariance-regularized regression, aka the Scout.
scout-package
Implements covariance-regularized regression, aka the Scout...

Files in this package

scout
scout/src
scout/src/lasinv.f90
scout/NAMESPACE
scout/R
scout/R/lasso_one.R
scout/R/scout.R
scout/R/zzz.R
scout/MD5
scout/DESCRIPTION
scout/man
scout/man/predict.scoutobject.Rd
scout/man/print.scoutobject.Rd
scout/man/scout-package.Rd
scout/man/scout.Rd
scout/man/crossProdLasso.Rd
scout/man/print.cvobject.Rd
scout/man/cv.scout.Rd