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] (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]
MaintainerYi Yang <yi.yang6@mcgill.ca>
LicenseGPL-3
Version1.4
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("TDboost")

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TDboost documentation built on Sept. 13, 2022, 5:05 p.m.