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.


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install.packages("LINselect")

1.1.1 by ORPHANED, 2 months ago


Browse source code at https://github.com/cran/LINselect


Authors: Yannick Baraud , Christophe Giraud , Sylvie Huet


Documentation:   PDF Manual  


GPL (>= 3) license


Imports mvtnorm, elasticnet, MASS, randomForest, pls, gtools, stats


Imported by PhylogeneticEM.


See at CRAN