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.
copied from cf-staging / r-linselect
conda install conda-forge::r-linselectconda install conda-forge/label/cf201901::r-linselectconda install conda-forge/label/cf202003::r-linselectconda install conda-forge/label/gcc7::r-linselect