msaenet-package {msaenet}R Documentation

msaenet: Multi-Step Adaptive Estimation Methods for Sparse Regressions

Description

logo

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.

Author(s)

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

Authors:

See Also

Useful links:


[Package msaenet version 3.1.2 Index]