msaenet

Last update 11 May 2024

Copyright license GNU General Public License

Software version identifier PACKAGES.rds, 1.0, 1.1, 2.0, 2.1, 2.2, 2.3, 2.4, 2.5, 2.6, 2.7, 2.8, 2.9, 3.0, 3.1.1, 3.1, 3.1.2

Description

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.

Cites work

Multi-step adaptive elastic-net: reducing false positives in high-dimensional variable selection

Cited in

(1)

SIS

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