Skip to content
master
Switch branches/tags
Code

Latest commit

 

Git stats

Files

Permalink
Failed to load latest commit information.
Type
Name
Latest commit message
Commit time
 
 
R
 
 
 
 
 
 
man
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

msaenet

R-CMD-check CRAN Version Downloads from the RStudio CRAN mirror

msaenet implements the 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> (PDF).

Nonconvex multi-step adaptive estimations based on MCP-net or SCAD-net are also supported.

Check vignette("msaenet") for a quick-start.

Installation

You can install msaenet from CRAN:

install.packages("msaenet")

Or try the development version on GitHub:

remotes::install_github("nanxstats/msaenet")

Citation

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.

Gallery

Adaptive Elastic-Net / Multi-Step Adaptive Elastic-Net

Adaptive MCP-Net / Multi-Step Adaptive MCP-Net

Adaptive SCAD-Net / Multi-Step Adaptive SCAD-Net

Contribute

To contribute to this project, please take a look at the Contributing Guidelines first. Please note that this project is released with a Contributor Code of Conduct. By participating in this project you agree to abide by its terms.

License

msaenet is free and open source software, licensed under GPL-3.