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.
Version: | 1.1 |
Imports: | mvtnorm, elasticnet, MASS, randomForest, pls, gtools, stats |
Published: | 2017-04-20 |
Author: | Yannick Baraud, Christophe Giraud, Sylvie Huet |
Maintainer: | Annie Bouvier <Annie.Bouvier at inra.fr> |
License: | GPL (≥ 3) |
NeedsCompilation: | no |
CRAN checks: | LINselect results |
Reference manual: | LINselect.pdf |
Package source: | LINselect_1.1.tar.gz |
Windows binaries: | r-devel: LINselect_1.1.zip, r-release: LINselect_1.1.zip, r-oldrel: LINselect_1.1.zip |
OS X El Capitan binaries: | r-release: LINselect_1.1.tgz |
OS X Mavericks binaries: | r-oldrel: LINselect_1.1.tgz |
Old sources: | LINselect archive |
Reverse imports: | PhylogeneticEM |
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