emeryyi/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.
Getting started
Browse package contents
Package details |
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| Author | Wei Qian <weiqian@stat.umn.edu>, Yi Yang <yiyang@umn.edu>, Hui Zou <hzou@stat.umn.edu> |
| Maintainer | Wei Qian <weiqian@stat.umn.edu> |
| License | GPL-2 |
| Version | 1.1 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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