road2stat/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.
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Package details |
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| Maintainer | Nan Xiao <me@nanx.me> |
| License | GPL (>= 3) |
| Version | 3.1.1 |
| URL | https://nanx.me/msaenet/ https://github.com/nanxstats/msaenet |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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