msaenet-package {msaenet} | R Documentation |
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.
Maintainer: Nan Xiao me@nanx.me (ORCID)
Authors:
Qing-Song Xu qsxu@csu.edu.cn
Useful links:
Report bugs at https://github.com/nanxstats/msaenet/issues