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 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 (2019) <arXiv:1912.11119>, Wang (2020) <arXiv:2010.02848>.

Package details

AuthorZhu Wang, with contributions from Achim Zeileis, Simon Jackman, Brian Ripley, and Patrick Breheny
MaintainerZhu Wang <>
Package repositoryView on CRAN
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mpath documentation built on April 5, 2021, 5:07 p.m.