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: 2.9
Depends: R (≥ 3.0.2)
Imports: glmnet, ncvreg (≥ 3.8-0), foreach, mvtnorm, survival, Matrix
Suggests: knitr, rmarkdown, doParallel
Published: 2018-05-14
Author: Nan Xiao ORCID iD [aut, cre], Qing-Song Xu [aut]
Maintainer: Nan Xiao <me at nanx.me>
BugReports: https://github.com/road2stat/msaenet/issues
License: GPL-3 | file LICENSE
URL: https://nanx.me/msaenet/, https://github.com/road2stat/msaenet
NeedsCompilation: no
Citation: msaenet citation info
Materials: README NEWS
CRAN checks: msaenet results

Downloads:

Reference manual: msaenet.pdf
Vignettes: A Quick Introduction to msaenet
Package source: msaenet_2.9.tar.gz
Windows binaries: r-devel: msaenet_2.9.zip, r-release: msaenet_2.9.zip, r-oldrel: msaenet_2.9.zip
OS X binaries: r-release: msaenet_2.9.tgz, r-oldrel: msaenet_2.8.tgz
Old sources: msaenet archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=msaenet to link to this page.