CRAN/E | mpath

mpath

Regularized Linear Models

Installation

About

Algorithms compute robust estimators for loss functions in the concave convex (CC) family by the iteratively reweighted convex optimization (IRCO), an extension of the iteratively reweighted least squares (IRLS). The IRCO reduces the weight of the observation that leads to a large loss; it also provides weights to help identify outliers. Applications include robust (penalized) generalized linear models and robust support vector machines. The package also contains penalized Poisson, negative binomial, zero-inflated Poisson, zero-inflated negative binomial regression models and robust models with non-convex loss functions. 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 (2021) doi:10.1007/s11749-021-00770-2, Wang (2024) doi:10.1111/anzs.12409.

Citation mpath citation info
github.com/zhuwang46/mpath
Copyright see file COPYRIGHTS
Bug report File report

Key Metrics

Version 0.4-2.25
R ≥ 3.5.0
Published 2024-03-09 20 days ago
Needs compilation? yes
License GPL-2
CRAN checks mpath results

Downloads

Yesterday 97 0%
Last 7 days 191 -24%
Last 30 days 1.137 +17%
Last 90 days 2.965 +30%
Last 365 days 10.298 -11%

Maintainer

Maintainer

Zhu Wang

zwang145@uthsc.edu

Authors

Zhu Wang
Achim Zeileis
Simon Jackman
Brian Ripley
Patrick Breheny

Material

NEWS
Reference manual
Package source

In Views

MachineLearning

Vignettes

Classification of Cancer Patients with Penalized Robust Nonconvex Loss Functions (with Results)
Variable Selection for Zero-inflated and Overdispersed Data with Application to Health Care Demand in Germany
Robust Generalized Linear Models
Robust Support Vector Machines
Classification of Cancer Patients with Penalized Robust Nonconvex Loss Functions (without Results)
KKT Conditions for Zero-Inflated Regression

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

mpath archive

Depends

R ≥ 3.5.0
methods
glmnet
pamr

Imports

MASS
pscl
numDeriv
foreach
doParallel
bst
WeightSVM

Suggests

zic
R.rsp
knitr
rmarkdown
openxlsx
e1071
SparseM
slam

Reverse Depends

NBtsVarSel

Reverse Imports

bujar
irboost
nbfar