LINselect-package {LINselect}R Documentation

Selection of linear estimators

Description

LINselect allows to 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.

Details

Package: LINselect
Title: Selection of linear estimators
Version: 0.0-0
Date: 2013-03-01
Author: Yannick Baraud, Christophe Giraud, Sylvie Huet
Maintainer: Annie Bouvier <Annie.Bouvier@jouy.inra.fr>
Suggests: mvtnorm, elasticnet, MASS, randomForest, pls, gtools
License: GPL (>= 3)
URL:
Encoding: latin1

Author(s)

Yannick Baraud, Christophe Giraud, Sylvie Huet


[Package LINselect version 1.1 Index]