msaenet: Multi-Step Adaptive Estimation Methods for Sparse Regressions
Version 2.6

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

Package details

AuthorNan Xiao [aut, cre]
Date of publication2017-04-24 05:47:59 UTC
MaintainerNan Xiao <me@nanx.me>
LicenseGPL-3 | file LICENSE
Version2.6
URL https://msaenet.com 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 May 29, 2017, 11:38 a.m.