msaenet: Multi-Step Adaptive Estimation Methods for Sparse Regressions (original) (raw)
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 |
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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 |
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 |
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