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.

See also

Useful links:

• https://nanx.me/msaenet/

• https://github.com/nanxstats/msaenet

• Report bugs at https://github.com/nanxstats/msaenet/issues

Author

Maintainer: Nan Xiao me@nanx.me (ORCID)

Authors:

• Qing-Song Xu qsxu@csu.edu.cn