fontaine618/MSTweedie: Multi-source Sparse Tweedie Modelling
Extending the HDtweedie package to multi-source data, this package implements multi-source sparse Tweedie modelling. Given non-negative data with excess zeroes (typically insurance claim data), the algorithm fits the Tweedie distribution while penalizing the coefficient. Flexible regularization is achieved by an adjustable penalty factor that can balance between-feature sparsity and between-sources sparsity within features.
Getting started
Browse package contents
Package details |
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| Author | Simon Fontaine, Yi Yang, Bo Fan, Wei Qian and Yuwen Gu. |
| Maintainer | Simon Fontaine <fontaines@dms.umontreal.ca> |
| License | GPL-2 |
| Version | 0.1.1 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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