msaenet-package: Multi-Step Adaptive Estimation Methods for Sparse Regressions
Description
Multi-step adaptive elastic-net (MSAENet) algorithm for
feature selection in high-dimensional regressions proposed in
Xiao and Xu (2015) ,
with additional support for multi-step adaptive MCP-Net
(MSAMNet) and multi-step adaptive SCAD-Net (MSASNet) methods.
Details
Browse the vignette with vignette("msaenet").| Package: |
| msaenet |
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Type: |
| Package |
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License: |
| GPL-3 |
References
Nan Xiao and Qing-Song Xu. (2015). Multi-step adaptive elastic-net:
reducing false positives in high-dimensional variable selection.
Journal of Statistical Computation and Simulation 85(18), 3755--3765.