msaenet.tune.glmnet


Automatic parameter tuning for glmnet by k-fold cross-validation


internal

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 additional support for multi-step adaptive MCP-net
(MSAMNet) and multi-step adaptive SCAD-net (MSASNet) methods.

msaenet.tune.glmnet: Automatic parameter tuning for glmnet by k-fold cross-validation

Description

Usage

Arguments

Value