LINselect
Selection of Linear Estimators
Estimate the mean of a Gaussian vector, by choosing among a large collection of estimators, following the method developed by Y. Baraud, C. Giraud and S. Huet (2014) doi:10.1214/13-AIHP539. 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.
- Version1.1.5
- R version≥ 3.5.0
- LicenseGPL (≥ 3)
- Needs compilation?No
- Last release12/07/2023
Team
Yannick Baraud
Christophe Giraud
Sylvie Huet
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- Imports6 packages
- Reverse Imports1 package