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

msaenet-packageR Documentation

msaenet: Multi-Step Adaptive Estimation Methods for Sparse Regressions

Description

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Multi-step adaptive elastic-net (MSAENet) algorithm for feature selection in high-dimensional regressions proposed in Xiao and Xu (2015) \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1080/00949655.2015.1016944")}, with support for multi-step adaptive MCP-net (MSAMNet) and multi-step adaptive SCAD-net (MSASNet) methods.

Author(s)

Maintainer: Nan Xiao me@nanx.me (ORCID)

Authors:

See Also

Useful links:


nanxstats/msaenet documentation built on March 8, 2024, 9:37 p.m.