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scalreg (version 1.0.1)

Scaled Sparse Linear Regression

Description

Algorithms for fitting scaled sparse linear regression and estimating precision matrices.

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Version

Install

install.packages('scalreg')

Monthly Downloads

1,160

Version

1.0.1

License

GPL-2

Maintainer

Last Published

January 25th, 2019

Functions in scalreg (1.0.1)

scalreg

Scaled sparse linear regression
predict.scalreg

Prediction based on a scalreg object
print.scalreg

Printing the solution from a scalreg object
scalreg-package

Scaled sparse linear regression
scalreg-internal

Internal scalreg functions
sp500

sp500