Package: msaenet 3.1.2.9000

msaenet: Multi-Step Adaptive Estimation Methods for Sparse Regressions

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.

Authors:Nan Xiao [aut, cre], Qing-Song Xu [aut]

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Bug tracker:https://github.com/nanxstats/msaenet/issues

On CRAN:

false-positive-controlhigh-dimensional-datalinear-regressionmachine-learningvariable-selection

19 exports 13 stars 2.06 score 12 dependencies 1 mentions 51 scripts 351 downloads

Last updated 2 months agofrom:8cb5ef6ffc. Checks:OK: 7. Indexed: yes.

Exports:aenetamnetasnetmsaenetmsaenet.fnmsaenet.fpmsaenet.maemsaenet.msemsaenet.nzvmsaenet.nzv.allmsaenet.rmsemsaenet.rmslemsaenet.sim.binomialmsaenet.sim.coxmsaenet.sim.gaussianmsaenet.sim.poissonmsaenet.tpmsamnetmsasnet

Dependencies:codetoolsforeachglmnetiteratorslatticeMatrixmvtnormncvregRcppRcppEigenshapesurvival