mpath: Regularized Linear Models

Algorithms for fitting model-based penalized coefficient paths. Currently the models include penalized Poisson, negative binomial, zero-inflated Poisson and zero-inflated negative binomial regression models. The penalties include least absolute shrinkage and selection operator (LASSO), smoothly clipped absolute deviation (SCAD) and minimax concave penalty (MCP), and each possibly combining with L_2 penalty. 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>.

Package details

AuthorZhu Wang, with contributions from Achim Zeileis, Simon Jackman, Brian Ripley, Trevor Hastie, Rob Tibshirani, Balasubramanian Narasimhan, Gil Chu and Patrick Breheny
MaintainerZhu Wang <[email protected]>
LicenseGPL-2
Version0.3-5
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("mpath")

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mpath documentation built on July 21, 2018, 5:04 p.m.