LINselect: 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.

Version: 0.0-2
Imports: mvtnorm, elasticnet, MASS, randomForest, pls, gtools, stats
Published: 2015-08-26
Author: Yannick Baraud, Christophe Giraud, Sylvie Huet
Maintainer: Annie Bouvier <Annie.Bouvier at>
BugReports: NA
License: GPL (≥ 3)
NeedsCompilation: no
CRAN checks: LINselect results


Reference manual: LINselect.pdf
Package source: LINselect_0.0-2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Mavericks binaries: r-release: LINselect_0.0-2.tgz, r-oldrel: LINselect_0.0-2.tgz
Old sources: LINselect archive