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 <firstname.lastname@example.org>|
|License||GPL (>= 2)|
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...
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