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Implements the Scout method for regression, described in "Covarianceregularized regression and classification for highdimensional problems", by Witten and Tibshirani (2008), Journal of the Royal Statistical Society, Series B 71(3): 615636.
Package details 


Author  Daniela M. Witten and Robert Tibshirani 
Date of publication  20150710 20:41:38 
Maintainer  Daniela M. Witten <dwitten@uw.edu> 
License  GPL (>= 2) 
Version  1.0.4 
Package repository  View on CRAN 
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