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: 2.8
Depends: R (≥ 3.0.2)
Imports: glmnet, ncvreg (≥ 3.8-0), foreach, mvtnorm, survival, Matrix
Suggests: knitr, rmarkdown, doParallel
Published: 2018-01-05
Author: Nan Xiao ORCID iD [aut, cre], Qing-Song Xu [aut]
Maintainer: Nan Xiao <me at>
License: GPL-3 | file LICENSE
NeedsCompilation: no
Citation: msaenet citation info
Materials: README NEWS
CRAN checks: msaenet results


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


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