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| Label | Latest Version |
|---|---|
| main | 1.1.5 |
| cf201901 | 1.1 |
| cf202003 | 1.1.3 |
| gcc7 | 1.1 |
