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.
| Version: | 3.1.2 |
| Depends: | R (≥ 3.0.2) |
| Imports: | Matrix,foreach,glmnet,mvtnorm,ncvreg (≥ 3.8-0),survival |
| Suggests: | doParallel,knitr,rmarkdown |
| Published: | 2024-05-11 |
| DOI: | 10.32614/CRAN.package.msaenet |
| Author: | Nan Xiao [aut, cre], Qing-Song Xu [aut] |
| Maintainer: | Nan Xiao <me at nanx.me> |
| BugReports: | https://github.com/nanxstats/msaenet/issues |
| License: | GPL (≥ 3) |
| URL: | https://nanx.me/msaenet/,https://github.com/nanxstats/msaenet |
| NeedsCompilation: | no |
| Citation: | msaenet citation info |
| Materials: | README,NEWS |
| CRAN checks: | msaenet results |
Documentation:
Downloads:
Reverse dependencies:
Linking:
Please use the canonical formhttps://CRAN.R-project.org/package=msaenetto link to this page.