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. Software Depends: R (>= 1.9.0), glasso, lars Daniela M. Witten <dwitten@uw.edu> Daniela M. Witten and Robert Tibshirani GPL (>= 2) 2011-01-11 application/tgz http://CRAN.R-project.org/package=scout