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: 3.1.2
Depends: R (≥ 3.0.2)
Imports: Matrix, foreach, glmnet, mvtnorm, ncvreg (≥ 3.8-0), survival
Suggests: doParallel, knitr, rmarkdown
Published: 2024-05-11
DOI: 10.32614/CRAN.package.msaenet
Author: Nan Xiao ORCID iD [aut, cre], Qing-Song Xu [aut]
Maintainer: Nan Xiao <me at>
License: GPL (≥ 3)
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_3.1.2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): msaenet_3.1.2.tgz, r-oldrel (arm64): msaenet_3.1.2.tgz, r-release (x86_64): msaenet_3.1.2.tgz, r-oldrel (x86_64): msaenet_3.1.2.tgz
Old sources: msaenet archive

Reverse dependencies:

Reverse suggests: stackgbm


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