scout-package {scout} | R Documentation |
Package: | scout |
Type: | Package |
Version: | 1.0 |
Date: | 2008-11-20 |
License: | GPL (>=2) |
The main function is "scout", which takes in a data matrix x and an outcome vector y and estimates regression coefficients for Scout(2,1) for a range of tuning parameter values. Alternatively one can specify other tuning parameter values and one can also perform Scout(1,1), Scout(2,.), or Scout(1,.). Cross-validation and prediction functions also are available.
Daniela Witten and Robert Tibshirani
Maintainer: Daniela Witten <dwitten@stanford.edu>
Witten and Tibshirani (2008) Covariance-regularized regression and classification for high-dimensional problems. {it Journal of the Royal Statistical Society, Series B}. To appear.
<http://www-stat.stanford.edu/~dwitten>
data(diabetes) attach(diabetes) cv.out <- cv.scout(x2,y,p1=1,p2=1) print(cv.out) out <- scout(x2,y,p1=1,p2=1,lam1=cv.out$bestlam1,lam2=cv.out$bestlam2) coef <- out$coef[1,1,] detach(diabetes)