nanxstats/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.

Getting started

Package details

MaintainerNan Xiao <[email protected]>
LicenseGPL-3 | file LICENSE
Version3.1
URL https://nanx.me/msaenet/ https://github.com/nanxstats/msaenet
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("nanxstats/msaenet")
nanxstats/msaenet documentation built on Oct. 22, 2019, 9:44 a.m.