Implements the Scout method for Covariance-Regularized Regression


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Documentation for package ‘scout’ version 1.0

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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.