scout (1.0.1)

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.

Maintainer: Daniela Witten
Author(s): Daniela M. Witten and Robert Tibshirani

License: GPL (>= 2)

Uses: glasso, lars

Released over 10 years ago.