r-linselect 1.1.5
Propagated dependencies: r-randomforest@4.7-1.2 r-pls@2.8-5 r-mvtnorm@1.3-2 r-mass@7.3-61 r-gtools@3.9.5 r-elasticnet@1.3
Channel: guix-cran
Home page: https://cran.r-project.org/package=LINselect
Licenses: GPL 3+
Synopsis: Selection of Linear Estimators
Description:
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.
Total results: 1