scout: Implements the Scout Method for Covariance-Regularized Regression

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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AuthorDaniela M. Witten and Robert Tibshirani
Date of publication2015-07-10 20:41:38
MaintainerDaniela M. Witten <>
LicenseGPL (>= 2)

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