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.

Browse man pages Browse package API and functions Browse package files

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
InstallationInstall the latest version of this package by entering the following in R:
install.packages("msaenet")

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 Source code
aic Source code
amnet Man page Source code
asnet Man page Source code
bic Source code
coef.msaenet Man page Source code
coef.ncvreg Source code
deviance Source code
df Source code
ebic Source code
msaenet Man page Source code
msaenet-package Man page
msaenet.fn Man page Source code
msaenet.fp Man page Source code
msaenet.mae Man page Source code
msaenet.mse Man page Source code
msaenet.nzv Man page Source code
msaenet.nzv.all Man page Source code
msaenet.rmse Man page Source code
msaenet.rmsle Man page Source code
msaenet.sim.binomial Man page Source code
msaenet.sim.cox Man page Source code
msaenet.sim.gaussian Man page Source code
msaenet.sim.poisson Man page Source code
msaenet.tp Man page Source code
msaenet.tune.glmnet Man page Source code
msaenet.tune.ncvreg Man page Source code
msaenet.tune.nsteps.glmnet Man page Source code
msaenet.tune.nsteps.ncvreg Man page Source code
msamnet Man page Source code
msasnet Man page Source code
ncvnet Source code
nobs Source code
nvar Source code
parcor Source code
plot.msaenet Man page Source code
predict.msaenet Man page Source code
print.msaenet Man page Source code
s.adaptive Source code
s.glmnet Source code
s.msaenet Source code
s.multistep Source code
s.ncvreg Source code
scree Source code

Files

inst
inst/CITATION
inst/doc
inst/doc/msaenet.Rmd
inst/doc/msaenet.html
inst/doc/msaenet.R
NAMESPACE
NEWS.md
R
R/msasnet.R
R/plot-msaenet.R
R/aenet.R
R/msaenet-tune-ncvreg.R
R/msaenet-utils.R
R/msaenet-inspect.R
R/msamnet.R
R/msaenet-sim.R
R/print-msaenet.R
R/msaenet-package.R
R/asnet.R
R/msaenet-eval.R
R/msaenet-tune-glmnet.R
R/predict-msaenet.R
R/amnet.R
R/msaenet.R
vignettes
vignettes/header.html
vignettes/msaenet.css
vignettes/msaenet.Rmd
vignettes/msaenet.bib
README.md
MD5
build
build/vignette.rds
DESCRIPTION
man
man/asnet.Rd
man/msaenet.tune.nsteps.ncvreg.Rd
man/coef.msaenet.Rd
man/msaenet.rmse.Rd
man/msaenet.fn.Rd
man/msaenet.tune.ncvreg.Rd
man/msamnet.Rd
man/amnet.Rd
man/msaenet.sim.binomial.Rd
man/msaenet.sim.cox.Rd
man/msaenet.fp.Rd
man/msaenet.mse.Rd
man/msaenet.nzv.all.Rd
man/predict.msaenet.Rd
man/msaenet.sim.poisson.Rd
man/plot.msaenet.Rd
man/msaenet.rmsle.Rd
man/msaenet.mae.Rd
man/msaenet.sim.gaussian.Rd
man/msaenet-package.Rd
man/aenet.Rd
man/print.msaenet.Rd
man/msaenet.Rd
man/msaenet.tp.Rd
man/msaenet.tune.nsteps.glmnet.Rd
man/msaenet.tune.glmnet.Rd
man/msaenet.nzv.Rd
man/msasnet.Rd
LICENSE
msaenet documentation built on May 29, 2017, 11:38 a.m.