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mpath

swMATH ID: 13914
Software Authors: Zhu Wang, Achim Zeileis, Simon Jackman, Brian Ripley, Trevor Hastie, Rob Tibshirani, Balasubramanian Narasimhan, Gil Chu, Patrick Breheny
Description: mpath: Regularized Linear Models. 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.
Homepage: https://cran.r-project.org/web/packages/mpath/index.html
Source Code:  https://github.com/cran/mpath
Dependencies: R
Related Software: glmnet; R; pscl; Gooogle
Cited in: 4 Documents

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