msaenet

R package msaenet. Multi-Step Adaptive Elastic-Net. Multi-step adaptive elastic-net (MSAENet) algorithm for feature selection in high-dimensional regressions proposed in Xiao and Xu (2015) <<a href=”http://dx.doi.org/10.1080/00949655.2015.1016944”>doi:10.1080/00949655.2015.1016944</a>>, with additional support for multi-step adaptive MCP-Net (MSAMNet) and multi-step adaptive SCAD-Net (MSASNet) methods.

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