HDtweedie: The Lasso for the Tweedie's Compound Poisson Model Using an IRLS-BMD Algorithm

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This package implements a iteratively reweighed least square (IRLS) strategy that incorporates a blockwise majorization decent (BMD) method, for efficiently computing the solution paths of the (grouped) lasso and the (grouped) elastic net for the Tweedie model.

Author
Wei Qian <weiqian@stat.umn.edu>, Yi Yang <yiyang@umn.edu>, Hui Zou <hzou@stat.umn.edu>
Date of publication
2013-10-22 08:15:32
Maintainer
Wei Qian <weiqian@stat.umn.edu>
License
GPL-2
Version
1.1

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Man pages

auto
A motor insurance dataset
coef.cv.HDtweedie
get coefficients or make coefficient predictions from a...
coef.HDtweedie
get coefficients or make coefficient predictions from an...
cv.HDtweedie
Cross-validation for HDtweedie
HDtweedie
Fits the regularization paths for lasso-type methods of the...
plot.cv.HDtweedie
plot the cross-validation curve produced by cv.HDtweedie
plot.HDtweedie
Plot solution paths from a "HDtweedie" object
predict.cv.HDtweedie
make predictions from a "cv.HDtweedie" object.
predict.HDtweedie
make predictions from a "HDtweedie" object.
print.HDtweedie
print a HDtweedie object

Files in this package

HDtweedie
HDtweedie/COPYING
HDtweedie/src
HDtweedie/src/Makevars
HDtweedie/src/tweediegrpnet.f90
HDtweedie/NAMESPACE
HDtweedie/data
HDtweedie/data/auto.rda
HDtweedie/R
HDtweedie/R/cv.R
HDtweedie/R/plot.HDtweedie.R
HDtweedie/R/HDtweedie.R
HDtweedie/R/plot.cv.HDtweedie.R
HDtweedie/R/utilities.R
HDtweedie/R/tools.R
HDtweedie/R/tweediegrppath.R
HDtweedie/MD5
HDtweedie/DESCRIPTION
HDtweedie/man
HDtweedie/man/plot.HDtweedie.Rd
HDtweedie/man/coef.cv.HDtweedie.Rd
HDtweedie/man/plot.cv.HDtweedie.Rd
HDtweedie/man/auto.Rd
HDtweedie/man/print.HDtweedie.Rd
HDtweedie/man/predict.HDtweedie.Rd
HDtweedie/man/cv.HDtweedie.Rd
HDtweedie/man/HDtweedie.Rd
HDtweedie/man/coef.HDtweedie.Rd
HDtweedie/man/predict.cv.HDtweedie.Rd