Implements the Scout method for Covariance-Regularized Regression

[Package List] [Top]

Documentation for package ‘scout’ version 1.0

Help Pages

scout-package Implements covariance-regularized regression, aka the Scout Method.
crossProdLasso Performs the lasso on the cross product matrices $X'X$ and $X'y$
cv.scout Perform cross-validation for covariance-regularized regression, aka the Scout.
predict.scoutobject Prediction function for covariance-regularized regression, aka the Scout.
scout Covariance-regularized regression, aka the Scout.