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.

Author
Zhu Wang, with contributions from Achim Zeileis, Simon Jackman, Brian Ripley, Trevor Hastie, Rob Tibshirani, Balasubramanian Narasimhan, Gil Chu and Patrick Breheny
Date of publication
2016-08-30 19:22:41
Maintainer
Zhu Wang <zwang@connecticutchildrens.org>
License
GPL-2
Version
0.2-4

View on CRAN

Man pages

be_zeroinfl
conduct backward stepwise variable elimination for zero...
breadReg
Bread for Sandwiches in Regularized Estimators
conv2glmreg
convert glm object to class glmreg
conv2zipath
convert zeroinfl object to class zipath
cv.glmreg
Cross-validation for glmreg
cv.glmreg_fit
Internal function of cross-validation for glmreg
cv.glmregNB
Cross-validation for glmregNB
cv.zipath
Cross-validation for zipath
estfunReg
Extract Empirical First Derivative of Log-likelihood Function
glmreg
fit a GLM with lasso (or elastic net), snet or mnet...
glmreg_fit
Internal function to fit a GLM with lasso (or elastic net),...
glmregNB
fit a negative binomial model with lasso (or elastic net),...
hessianReg
Hessian Matrix of Regularized Estimators
meatReg
Meat Matrix Estimator
methods
Methods for mpath Objects
mpath-internal
Internal mpath functions
plot.glmreg
plot coefficients from a "glmreg" object
predict.glmreg
Model predictions based on a fitted "glmreg" object.
predict.zipath
Methods for zipath Objects
p_zipath
compute p-values from penalized zero-inflated model with...
rzi
random number generation of zero-inflated count response
sandwichReg
Making Sandwiches with Bread and Meat for Regularized...
se
Standard Error of Regularized Estimators
summary.glmregNB
Summary Method Function for Objects of Class 'glmregNB'
tuning_zipath
find optimal penalized zero-inflated model
zipath
Fit zero-inflated count data linear model with lasso (or...

Files in this package

mpath
mpath/inst
mpath/inst/COPYRIGHTS
mpath/inst/doc
mpath/inst/doc/german.pdf
mpath/inst/doc/german.Rnw
mpath/inst/doc/static_german.pdf
mpath/inst/doc/static_german.pdf.asis
mpath/inst/doc/german.R
mpath/src
mpath/src/Makevars
mpath/src/mutil.f
mpath/src/lmnetGLM.f
mpath/src/outloop.f
mpath/src/cfuns.c
mpath/src/midloop.f
mpath/src/lmnetGaussian.f
mpath/NAMESPACE
mpath/NEWS
mpath/R
mpath/R/be_zeroinfl1.R
mpath/R/error.bars.R
mpath/R/cv.glmregNegbin.R
mpath/R/tuning_zipath.R
mpath/R/cv.glmreg.R
mpath/R/glmreg.R
mpath/R/model_offset_2.R
mpath/R/glmregNB.R
mpath/R/loglik.R
mpath/R/p_zipath.R
mpath/R/plot.zipath.R
mpath/R/predict.glmreg.R
mpath/R/zipath.R
mpath/R/permute.rows.R
mpath/R/convexMin.R
mpath/R/balanced.folds.R
mpath/R/cv.zipath.R
mpath/R/plot.glmreg.R
mpath/R/predprob.glmreg.R
mpath/R/rzi.R
mpath/vignettes
mpath/vignettes/mpath.bib
mpath/vignettes/german.Rnw
mpath/vignettes/static_german.pdf.asis
mpath/MD5
mpath/build
mpath/build/vignette.rds
mpath/DESCRIPTION
mpath/man
mpath/man/cv.zipath.Rd
mpath/man/glmreg.Rd
mpath/man/mpath-internal.Rd
mpath/man/sandwichReg.Rd
mpath/man/p_zipath.Rd
mpath/man/glmreg_fit.Rd
mpath/man/conv2glmreg.Rd
mpath/man/predict.glmreg.Rd
mpath/man/summary.glmregNB.Rd
mpath/man/predict.zipath.Rd
mpath/man/conv2zipath.Rd
mpath/man/cv.glmreg.Rd
mpath/man/se.Rd
mpath/man/cv.glmregNB.Rd
mpath/man/cv.glmreg_fit.Rd
mpath/man/glmregNB.Rd
mpath/man/be_zeroinfl.Rd
mpath/man/meatReg.Rd
mpath/man/rzi.Rd
mpath/man/plot.glmreg.Rd
mpath/man/tuning_zipath.Rd
mpath/man/methods.Rd
mpath/man/zipath.Rd
mpath/man/estfunReg.Rd
mpath/man/hessianReg.Rd
mpath/man/breadReg.Rd