
Multi-Step Adaptive Estimation Methods for Sparse Regressions
Source:R/msaenet-package.R
msaenet-package.Rd
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.
Details
Browse the vignette with vignette("msaenet")
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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.
Author
Nan Xiao <me@nanx.me>