mpath: Regularized Linear Models

Algorithms compute concave convex (CC) estimators including robust (penalized) generalized linear models and robust support vector machines via the COCO - composite optimization by conjugation operator. The package also contain penalized Poisson, negative binomial, zero-inflated Poisson, zero-inflated negative binomial regression models and robust models with non-convex loss functions. See Wang et al. (2014) <doi:10.1002/sim.6314>, Wang et al. (2015) <doi:10.1002/bimj.201400143>, Wang et al. (2016) <doi:10.1177/0962280214530608>, Wang (2019) <arXiv:1912.11119>, Wang (2020) <arXiv:2010.02848>.

Version: 0.4-2.16
Depends: R (≥ 3.5.0), methods, glmnet, pamr
Imports: MASS, pscl, numDeriv, foreach, doParallel, bst, WeightSVM
Suggests: zic, R.rsp, knitr, rmarkdown, gdata, e1071
Published: 2020-11-10
Author: Zhu Wang, with contributions from Achim Zeileis, Simon Jackman, Brian Ripley, and Patrick Breheny
Maintainer: Zhu Wang <wangz1 at uthscsa.edu>
BugReports: https://github.com/zhuwang46/mpath
License: GPL-2
Copyright: see file COPYRIGHTS
URL: https://github.com/zhuwang46/mpath
NeedsCompilation: yes
Citation: mpath citation info
Materials: NEWS
CRAN checks: mpath results

Downloads:

Reference manual: mpath.pdf
Vignettes: Classification of Cancer Patients with Penalized Robust Nonconvex Loss Functions (with Results)
Robust Generalized Linear Models
Robust Support Vector Machines
Variable Selection for Zero-inflated and Overdispersed Data with Application to Health Care Demand in Germany
Classification of Cancer Patients with Penalized Robust Nonconvex Loss Functions (without Results)
KKT Conditions for Zero-Inflated Regression
Package source: mpath_0.4-2.16.tar.gz
Windows binaries: r-devel: mpath_0.4-2.16.zip, r-release: mpath_0.4-2.16.zip, r-oldrel: mpath_0.3-26.zip
macOS binaries: r-release: mpath_0.4-2.16.tgz, r-oldrel: mpath_0.4-2.16.tgz
Old sources: mpath archive

Reverse dependencies:

Reverse imports: bujar

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