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.
Version: |
1.0.4 |
Imports: |
glasso, stats, grDevices, graphics |
Suggests: |
lars |
Published: |
2015-07-10 |
DOI: |
10.32614/CRAN.package.scout |
Author: |
Daniela M. Witten and Robert Tibshirani |
Maintainer: |
Daniela M. Witten <dwitten at uw.edu> |
License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: |
yes |
CRAN checks: |
scout results |
Documentation:
Downloads:
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