cv.folds

findlam

init

llfun

pen_sum

predictzeroinfl1

cfun2num

y2num

y2num4glm

check_s

internal

mpath-internal

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 (2020) <arXiv:2010.02848>.

Zhu Wang

mpath

Regularized Linear Models

mpath-internal function

<p>Zhu Wang and author of ncvreg (see COPYRIGHTS)</p>

Author

Internal mpath functions — mpath-internal

Internal mpath functions

mpath-internal: Internal mpath functions

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Arguments

Author

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