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] (<>), Qing-Song Xu [aut]
MaintainerNan Xiao <>
LicenseGPL-3 | file LICENSE
Package repositoryView on CRAN
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msaenet documentation built on May 18, 2019, 1:03 a.m.