Regularized Linear Models

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) , Wang et al. (2015) , Wang et al. (2016) , Wang (2021) , Wang (2024) .


Reference manual

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install.packages("mpath")

0.4-2.27 by Zhu Wang, 3 months ago


https://github.com/zhuwang46/mpath


Report a bug at https://github.com/zhuwang46/mpath/issues


Browse source code at https://github.com/cran/mpath


Authors: Zhu Wang [aut, cre] , Achim Zeileis [aut] , Simon Jackman [aut] , Brian Ripley [aut] , Patrick Breheny [aut]


Documentation:   PDF Manual  


GPL-2 license


Imports MASS, pscl, numDeriv, foreach, doParallel, bst, WeightSVM

Depends on methods, glmnet

Suggests R.rsp


Imported by bujar, irboost.

Depended on by NBtsVarSel.


See at CRAN