prune_saenet

This repository contains a function to estimate an adjacency matrix, pruned by SaENET.

If you use functions in this repository, install R and the miselect package and set the path to Rscript.

References

• Du, J., Boss, J., Han, P., Beesley, L. J., Kleinsasser, M., Goutman, S. A., … & Mukherjee, B. (2022). Variable selection with multiply-imputed datasets: choosing between stacked and grouped methods. Journal of Computational and Graphical Statistics, 31(4), 1063-1075.