msaenet: Multi-Step Adaptive Estimation Methods for Sparse Regressions

Multi-step adaptive elastic-net (MSAENet) algorithm for feature selection in high-dimensional regressions proposed in Xiao and Xu (2015) <DOI:10.1080/00949655.2015.1016944>, with support for multi-step adaptive MCP-net (MSAMNet) and multi-step adaptive SCAD-net (MSASNet) methods.

Package details

AuthorNan Xiao [aut, cre] (<https://orcid.org/0000-0002-0250-5673>), Qing-Song Xu [aut]
MaintainerNan Xiao <[email protected]>
LicenseGPL-3 | file LICENSE
Version3.0
URL https://nanx.me/msaenet/ https://github.com/road2stat/msaenet
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("msaenet")

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msaenet documentation built on Dec. 14, 2018, 5:04 p.m.