msaenet: Multi-Step Adaptive Estimation Methods for Sparse Regressions
Version 2.9

Multi-step adaptive elastic-net (MSAENet) algorithm for feature selection in high-dimensional regressions proposed in Xiao and Xu (2015) , 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]
Date of publication2018-05-14 04:12:18 UTC
MaintainerNan Xiao <[email protected]>
LicenseGPL-3 | file LICENSE
Package repositoryView on CRAN
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msaenet documentation built on May 14, 2018, 9:04 a.m.