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covTest (version 1.02)

Computes covariance test for adaptive linear modelling

Description

This package computes covariance test for the lasso.

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Version

Install

install.packages('covTest')

Monthly Downloads

25

Version

1.02

License

GPL-2

Maintainer

Rob Tibshirani

Last Published

August 14th, 2013

Functions in covTest (1.02)

covTest-package

Compute the covariance test for adaptive linear modelling
covTest

Compute the covariance test for adaptive linear modelling
lars.glm

Function to fit least angle regression path of solution for Ll-penalized (lasso) logistic regression and the Cox proportional hazards model.
predict.lars.glm

Function to make predictions from lars.glm fit
lars.en

Function to fit least angle regression path of solution for the elastic net.
predict.lars.en

Function to make predictions from lars.en fit