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

Description Details Author(s) References

Description

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.

Details

Browse the vignette with vignette("msaenet").

Package: msaenet
Type: Package
License: GPL-3

Author(s)

Nan Xiao <[email protected]>

References

Nan Xiao and Qing-Song Xu. (2015). Multi-step adaptive elastic-net: reducing false positives in high-dimensional variable selection. Journal of Statistical Computation and Simulation 85(18), 3755–3765.


msaenet documentation built on May 14, 2018, 9:04 a.m.