msaenet.tune.nsteps.glmnet

Select the number of adaptive estimation steps

internal

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.

Nan Xiao

msaenet

Multi-Step Adaptive Estimation Methods for Sparse Regressions

Qing-Song Xu

msaenet.tune.nsteps.glmnet function

Nan Xiao &lt;<a href="https://nanx.me">https://nanx.me</a>&gt;

Author

Select the number of adaptive estimation steps — msaenet.tune.nsteps.glmnet

Nan Xiao &lt;<a href='https://nanx.me'>https://nanx.me</a>&gt;

msaenet.tune.nsteps.glmnet: Select the number of adaptive estimation steps

Description

Usage

Arguments

Value

Author