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) <doi:10.1002/sim.6314>, Wang et al. (2015) <doi:10.1002/bimj.201400143>, Wang et al. (2016) <doi:10.1177/0962280214530608>, Wang (2021) <doi:10.1007/s11749-021-00770-2>, Wang (2024) <doi:10.1111/anzs.12409>.
Version: 0.4-2.26 Depends: R (≥ 3.5.0), methods, glmnet Imports: MASS, pscl, numDeriv, foreach, doParallel, bst, WeightSVM Suggests: zic, R.rsp, knitr, rmarkdown, openxlsx, e1071, SparseM, slam Published: 2024-06-27 DOI: 10.32614/CRAN.package.mpath Author: Zhu Wang, with contributions from Achim Zeileis, Simon Jackman, Brian Ripley, and Patrick Breheny Maintainer: Zhu Wang <zwang145 at uthsc.edu> BugReports: https://github.com/zhuwang46/mpath License: GPL-2 Copyright: see file COPYRIGHTS URL: https://github.com/zhuwang46/mpath NeedsCompilation: yes Citation: mpath citation info Materials: NEWS In views: MachineLearning CRAN checks: mpath results Documentation: Downloads: Reverse dependencies: Linking:Please use the canonical form https://CRAN.R-project.org/package=mpath to link to this page.
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