Implements the Scout Method for Covariance-Regularized Regression
Performs the lasso on the cross product matrices X'X and X'y
Perform cross-validation for covariance-regularized regression, aka th...
Prediction function for covariance-regularized regression, aka the Sco...
Print function for scout
Print function for scout
Implements covariance-regularized regression, aka the Scout Method.
Covariance-regularized regression, aka the Scout.
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.