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

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.

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Package details

AuthorWei Qian <[email protected]>, Yi Yang <[email protected]>, Hui Zou <[email protected]>
MaintainerWei Qian <[email protected]>
Package repositoryView on CRAN
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HDtweedie documentation built on May 29, 2017, 6:32 p.m.