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. <http://www-stat.stanford.edu/~dwitten>
| Version: |
1.0.1 |
| Depends: |
R (≥ 1.9.0), glasso, lars |
| Published: |
2009-10-13 |
| Author: |
Daniela M. Witten and Robert Tibshirani |
| Maintainer: |
Daniela M. Witten <dwitten at stanford.edu> |
| License: |
GPL (≥ 2) |
| CRAN checks: |
scout results |
Downloads: