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

Package details

AuthorYi Yang [aut, cre] (, Hui Zou [aut] (, Wei Qian [aut] (, Greg Ridgeway [ctb, cph]
MaintainerYi Yang <>
Package repositoryView on CRAN
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TDboost documentation built on Sept. 13, 2022, 5:05 p.m.