Description Details Author(s) References See Also Examples
Functions for implementing covariance-regularize regression.
Package: | scout |
Type: | Package |
Version: | 1.0 |
Date: | 2008-11-20 |
License: | GPL (>=2) |
The main function is "scout", which takes in a data matrix x and an outcome vector y and estimates regression coefficients for Scout(2,1) for a range of tuning parameter values. Alternatively one can specify other tuning parameter values and one can also perform Scout(1,1), Scout(2,.), or Scout(1,.). Cross-validation and prediction functions also are available.
Daniela Witten and Robert Tibshirani
Maintainer: Daniela Witten <dwitten@stanford.edu>
Witten and Tibshirani (2008) Covariance-regularized regression and classification for high-dimensional problems. Journal of the Royal Statistical Society, Series B 71(3): 615-636.
<http://www-stat.stanford.edu/~dwitten>
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