HDtweedie: The Lasso for the Tweedie's Compound Poisson Model Using an IRLS-BMD Algorithm
Version 1.1

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.

Browse man pages Browse package API and functions Browse package files

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
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("HDtweedie")

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

Functions

HDtweedie Man page Source code
auto Man page
coef.HDtweedie Man page Source code
coef.cv.HDtweedie Man page Source code
cv.HDtweedie Man page Source code
cv.tweediegrppath Source code
cvcompute Source code
devi Source code
err Source code
error.bars Source code
getmin Source code
getoutput Source code
lambda.interp Source code
lamfix Source code
plot.HDtweedie Man page Source code
plot.cv.HDtweedie Man page Source code
predict.HDtweedie Man page Source code
predict.cv.HDtweedie Man page Source code
print.HDtweedie Man page Source code
tweediegrppath Source code

Files

COPYING
src
src/Makevars
src/tweediegrpnet.f90
NAMESPACE
data
data/auto.rda
R
R/cv.R
R/plot.HDtweedie.R
R/HDtweedie.R
R/plot.cv.HDtweedie.R
R/utilities.R
R/tools.R
R/tweediegrppath.R
MD5
DESCRIPTION
man
man/plot.HDtweedie.Rd
man/coef.cv.HDtweedie.Rd
man/plot.cv.HDtweedie.Rd
man/auto.Rd
man/print.HDtweedie.Rd
man/predict.HDtweedie.Rd
man/cv.HDtweedie.Rd
man/HDtweedie.Rd
man/coef.HDtweedie.Rd
man/predict.cv.HDtweedie.Rd
HDtweedie documentation built on May 19, 2017, 4:23 p.m.