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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.

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VersionRepositoryFileSize
1.0.4 2026-04-09 windows/windows R-4.5 scout_1.0.4.zip 75.1 KiB

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