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mpath (version 0.1-20)

Regularized Linear Models

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.

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Version

Install

install.packages('mpath')

Monthly Downloads

611

Version

0.1-20

License

GPL-2

Maintainer

Zhu Wang

Last Published

November 22nd, 2015

Functions in mpath (0.1-20)

Cross-validation for zipath

Internal mpath functions

Bread for Sandwiches in Regularized Estimators

Methods for mpath Objects

Methods for zipath Objects

Cross-validation for glmreg

conduct backward stepwise variable elimination for zero inflated count regression

find optimal penalized zero-inflated model

Cross-validation for glmregNB

random number generation of zero-inflated count response

fit a negative binomial model with lasso (or elastic net), snet and mnet regularization

Standard Error of Regularized Estimators

Internal function to fit a GLM with lasso (or elastic net), snet and mnet regularization

Meat Matrix Estimator

summary.glmregNB

Summary Method Function for Objects of Class 'glmregNB'

Making Sandwiches with Bread and Meat for Regularized Estimators

Hessian Matrix of Regularized Estimators

Extract Empirical First Derivative of Log-likelihood Function

Model predictions based on a fitted "glmreg" object.

convert zeroinfl object to class zipath

Vuong's non-nested hypothesis test

plot coefficients from a "glmreg" object

convert glm object to class glmreg

compute p-values from penalized zero-inflated model with multi-split data

Fit zero-inflated count data linear model with lasso (or elastic net), snet or mnet regularization

Internal function of cross-validation for glmreg

fit a GLM with lasso (or elastic net), snet or mnet regularization