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.

Package details

AuthorDaniela M. Witten and Robert Tibshirani
MaintainerDaniela M. Witten <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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scout documentation built on May 2, 2019, 4:51 a.m.