road2stat/msaenet: Multi-Step Adaptive Estimation Methods for Sparse Regressions
Version 2.8

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.

Getting started

Package details

MaintainerNan Xiao <[email protected]>
LicenseGPL-3 | file LICENSE
Version2.8
URL https://msaenet.com https://github.com/road2stat/msaenet
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("road2stat/msaenet")
road2stat/msaenet documentation built on Jan. 6, 2018, 6:29 p.m.