LINselect: Selection of Linear Estimators

Estimate the mean of a Gaussian vector, by choosing among a large collection of estimators. In particular it solves the problem of variable selection by choosing the best predictor among predictors emanating from different methods as lasso, elastic-net, adaptive lasso, pls, randomForest. Moreover, it can be applied for choosing the tuning parameter in a Gauss-lasso procedure.

Package details

AuthorYannick Baraud, Christophe Giraud, Sylvie Huet
MaintainerAnnie Bouvier <[email protected]>
LicenseGPL (>= 3)
Package repositoryView on CRAN
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LINselect documentation built on May 29, 2017, 9:34 a.m.