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: |
1.0.3 |
| Depends: |
R (≥ 1.9.0), glasso, lars |
| Published: |
2011-01-11 |
| 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 |
Downloads: