scout (version 1.0.4)

Implements the Scout Method for Covariance-Regularized Regression

Description

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.

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Version

Install

install.packages('scout')

Monthly Downloads

170

Version

1.0.4

License

GPL (>= 2)

Maintainer

Daniela Witten

Last Published

July 10th, 2015

Functions in scout (1.0.4)

predict.scoutobject

Prediction function for covariance-regularized regression, aka the Scout.

print.scoutobject

Print function for scout

cv.scout

Perform cross-validation for covariance-regularized regression, aka the Scout.

scout

Covariance-regularized regression, aka the Scout.

scout-package

Implements covariance-regularized regression, aka the Scout Method.

print.cvobject

Print function for scout

crossProdLasso

Performs the lasso on the cross product matrices X'X and X'y