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.
|Author||Wei Qian <[email protected]>, Yi Yang <[email protected]>, Hui Zou <[email protected]>|
|Maintainer||Wei Qian <[email protected]>|
|Package repository||View on GitHub|
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