scalreg v1.0

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Scaled sparse linear regression

Algorithms for fitting scaled sparse linear regression and estimating precision matrices

Functions in scalreg

Name Description
sp500 sp500
scalreg-package Scaled sparse linear regression
print.scalreg Printing the solution from a scalreg object
scalreg Scaled sparse linear regression
predict.scalreg Prediction based on a scalreg object
scalreg-internal Internal scalreg functions
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Details

Type Package
Date 2013-12-16
License GPL-2
Packaged 2013-12-17 23:37:47 UTC; Tingni
NeedsCompilation no
Repository CRAN
Date/Publication 2013-12-18 01:48:13

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