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HDtweedie: The Lasso for Tweedie's Compound Poisson Model Using an IRLS-BMD Algorithm
The Tweedie lasso model implements an iteratively reweighed least square (IRLS) strategy that incorporates a blockwise majorization decent (BMD) method, for efficiently computing solution paths of the (grouped) lasso and the (grouped) elastic net methods.
Getting started
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Package details |
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| Author | Wei Qian <weiqian@stat.umn.edu>, Yi Yang <yiyang@umn.edu>, Hui Zou <hzou@stat.umn.edu> |
| Maintainer | Wei Qian <weiqian@stat.umn.edu> |
| License | GPL-2 |
| Version | 1.2 |
| Package repository | View on CRAN |
| Installation |
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