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 additional support for multi-step adaptive MCP-net (MSAMNet) and multi-step adaptive SCAD-net (MSASNet) methods.

Install the latest version of this package by entering the following in R:
install.packages("msaenet")
AuthorNan Xiao [aut, cre]
Date of publication2017-03-25 10:58:33 UTC
MaintainerNan Xiao <me@nanx.me>
LicenseGPL-3 | file LICENSE
Version2.5
https://msaenet.com
https://github.com/road2stat/msaenet

View on CRAN

Man pages

aenet: Adaptive Elastic-Net

amnet: Adaptive MCP-Net

asnet: Adaptive SCAD-Net

coef.msaenet: Extract Model Coefficients

msaenet: Multi-Step Adaptive Elastic-Net

msaenet.fn: Get the Number of False Negative Selections

msaenet.fp: Get the Number of False Positive Selections

msaenet.mae: Mean Absolute Error (MAE)

msaenet.mse: Mean Squared Error (MSE)

msaenet.nzv: Get Indices of Non-Zero Variables

msaenet.nzv.all: Get Indices of Non-Zero Variables in All Steps

msaenet-package: Multi-Step Adaptive Estimation Methods for Sparse Regressions

msaenet.rmse: Root Mean Squared Error (RMSE)

msaenet.rmsle: Root Mean Squared Logarithmic Error (RMSLE)

msaenet.sim.binomial: Generate Simulation Data for Benchmarking Sparse Regressions...

msaenet.sim.cox: Generate Simulation Data for Benchmarking Sparse Regressions...

msaenet.sim.gaussian: Generate Simulation Data for Benchmarking Sparse Regressions...

msaenet.sim.poisson: Generate Simulation Data for Benchmarking Sparse Regressions...

msaenet.tp: Get the Number of True Positive Selections

msaenet.tune.glmnet: Automatic (parallel) parameter tuning for glmnet models

msaenet.tune.ncvreg: Automatic (parallel) parameter tuning for ncvreg models

msaenet.tune.nsteps.glmnet: Select the number of adaptive estimation steps

msaenet.tune.nsteps.ncvreg: Select the number of adaptive estimation steps

msamnet: Multi-Step Adaptive MCP-Net

msasnet: Multi-Step Adaptive SCAD-Net

plot.msaenet: Plot msaenet Model Objects

predict.msaenet: Make Predictions from an msaenet Model

print.msaenet: Print msaenet Model Information

Functions

aenet Man page
amnet Man page
asnet Man page
coef.msaenet Man page
msaenet Man page
msaenet.fn Man page
msaenet.fp Man page
msaenet.mae Man page
msaenet.mse Man page
msaenet.nzv Man page
msaenet.nzv.all Man page
msaenet-package Man page
msaenet.rmse Man page
msaenet.rmsle Man page
msaenet.sim.binomial Man page
msaenet.sim.cox Man page
msaenet.sim.gaussian Man page
msaenet.sim.poisson Man page
msaenet.tp Man page
msaenet.tune.glmnet Man page
msaenet.tune.ncvreg Man page
msaenet.tune.nsteps.glmnet Man page
msaenet.tune.nsteps.ncvreg Man page
msamnet Man page
msasnet Man page
plot.msaenet Man page
predict.msaenet Man page
print.msaenet Man page

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.