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.

Install the latest version of this package by entering the following in R:
install.packages("HDtweedie")
AuthorWei Qian <weiqian@stat.umn.edu>, Yi Yang <yiyang@umn.edu>, Hui Zou <hzou@stat.umn.edu>
Date of publication2013-10-22 08:15:32
MaintainerWei Qian <weiqian@stat.umn.edu>
LicenseGPL-2
Version1.1

View on CRAN

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.