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.
| Version: | 3.1.2 |
| 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 <me at nanx.me> |
| 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 |
Documentation:
| Reference manual: | msaenet.html , msaenet.pdf |
| Vignettes: |
A Quick Introduction to msaenet (source, R code) |
Downloads:
| Package source: | msaenet_3.1.2.tar.gz |
| Windows binaries: | r-devel: msaenet_3.1.2.zip, r-release: msaenet_3.1.2.zip, r-oldrel: msaenet_3.1.2.zip |
| macOS binaries: | r-release (arm64): msaenet_3.1.2.tgz, r-oldrel (arm64): msaenet_3.1.2.tgz, r-release (x86_64): msaenet_3.1.2.tgz, r-oldrel (x86_64): msaenet_3.1.2.tgz |
| Old sources: | msaenet archive |
Reverse dependencies:
| Reverse imports: | SIS |
| Reverse suggests: | stackgbm |
Linking:
Please use the canonical form https://CRAN.R-project.org/package=msaenet to link to this page.