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>.

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Description file content

Package
mpath
Title
Regularized Linear Models
Version
0.3-16
Date
2019-06-19
Author
Zhu Wang, with contributions from Achim Zeileis, Simon Jackman, Brian Ripley, Trevor Hastie, Rob Tibshirani, Balasubramanian Narasimhan, Gil Chu and Patrick Breheny
Maintainer
Zhu Wang
Description
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) , Wang et al. (2015) , Wang et al. (2016) .
Imports
MASS,glmnet,pscl,numDeriv, foreach, doParallel, bst
Depends
methods
Suggests
zic, R.rsp, knitr, gdata
VignetteBuilder
R.rsp, knitr
License
GPL-2
Packaged
2019-07-09 22:37:41 UTC; zhu
NeedsCompilation
yes
Repository
CRAN
Date/Publication
2019-07-10 08:40:03 UTC

install.packages('mpath')

0.3-16

8 days ago

Zhu Wang

GPL-2

Depends on

methods

Imports

MASS,glmnet,pscl,numDeriv, foreach, doParallel, bst

Suggests

zic, R.rsp, knitr, gdata

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