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TDboost: A Boosted Tweedie Compound Poisson Model
An implementation of a boosted Tweedie compound Poisson model proposed by Yang, Y., Qian, W. and Zou, H. (2018) <doi:10.1080/07350015.2016.1200981>. It is capable of fitting a flexible nonlinear Tweedie compound Poisson model (or a gamma model) and capturing high-order interactions among predictors. This package is based on the 'gbm' package originally developed by Greg Ridgeway.
Getting started
Browse package contents
Package details |
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| Author | Yi Yang [aut, cre] (http://www.math.mcgill.ca/yyang/), Hui Zou [aut] (http://users.stat.umn.edu/~zouxx019/), Wei Qian [aut] (https://sites.google.com/a/udel.edu/weiqian/), Greg Ridgeway [ctb, cph] |
| Maintainer | Yi Yang <yi.yang6@mcgill.ca> |
| License | GPL-3 |
| Version | 1.5 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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