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: 3.1.1
Depends: R (≥ 3.0.2)
Imports: glmnet, ncvreg (≥ 3.8-0), foreach, mvtnorm, survival, Matrix
Suggests: knitr, rmarkdown, doParallel
Published: 2024-03-04
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_3.1.1.tar.gz
Windows binaries: r-prerel:, r-release:, r-oldrel:
macOS binaries: r-prerel (arm64): msaenet_3.1.1.tgz, r-release (arm64): msaenet_3.1.1.tgz, r-oldrel (arm64): msaenet_3.1.1.tgz, r-prerel (x86_64): msaenet_3.1.1.tgz, r-release (x86_64): msaenet_3.1.1.tgz
Old sources: msaenet archive


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