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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
3.1.2 |
2026-04-09 windows/windows R-4.5 | msaenet_3.1.2.zip |
800.2 KiB |