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mpath

Regularized Linear Models

v0.4-2.26 · Jun 27, 2024 · GPL-2

Description

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>.

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Maintainer: ‘Zhu Wang <zwang145@uthsc.edu>’

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Maintainer: ‘Zhu Wang <zwang145@uthsc.edu>’

No Authors@R field in DESCRIPTION.
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  Authors@R: c(person(given = "Zhu",
                      family = "Wang",
                      role = c("aut", "cre"),
                      email = "zwang145@uthsc.edu"),
               person(given = c("with", "contributions", "from", "Achim"),
                      family = "Zeileis",
                      role = "aut"),
               person(given = "Simon",
                      family = "Jackman",
                      role = "aut"),
               person(given = "Brian",
                      family = "Ripley",
                      role = "aut"),
               person(given = "Patrick",
                      family = "Breheny",
                      role = "aut"))
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The BugReports field in DESCRIPTION has
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NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Zhu Wang <zwang145@uthsc.edu>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Zhu",
                      family = "Wang",
                      role = c("aut", "cre"),
                      email = "zwang145@uthsc.edu"),
               person(given = c("with", "contributions", "from", "Achim"),
                      family = "Zeileis",
                      role = "aut"),
               person(given = "Simon",
                      fami
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Zhu Wang <zwang145@uthsc.edu>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Zhu",
                      family = "Wang",
                      role = c("aut", "cre"),
                      email = "zwang145@uthsc.edu"),
               person(given = c("with", "contributions", "from", "Achim"),
                      family = "Zeileis",
                      role = "aut"),
               person(given = "Simon",
                      fami

Reverse Dependencies (3)

depends

imports

Dependency Network

Dependencies Reverse dependencies glmnet MASS pscl numDeriv foreach doParallel bst WeightSVM NBtsVarSel bujar irboost mpath

Version History

new 0.4-2.26 Mar 9, 2026