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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.
| Citation | msaenet citation info |
| nanx.me/msaenet/ | |
| github.com/nanxstats/msaenet | |
| Bug report | File report |
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