emeryyi/hdtweedie: The Lasso for the Tweedie's Compound Poisson Model Using an IRLS-BMD Algorithm
Version 1.1

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

Package details

AuthorWei Qian <[email protected]>, Yi Yang <[email protected]>, Hui Zou <[email protected]>
MaintainerWei Qian <[email protected]>
LicenseGPL-2
Version1.1
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("emeryyi/hdtweedie")
emeryyi/hdtweedie documentation built on May 13, 2017, 5:12 p.m.