Description Usage Arguments Value Author(s) References See Also Examples
This function extracts the extimated coefficients of a MSTweedie object at given regularization parameters and given sources.
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fit |
|
s |
Either a vector of regularization parameters (must match those of |
tasks |
Indices of the sources of which coefficients must be returned. Default is all sources. |
A list of length length(tasks)
of matrices of dimension nvars*length(s)
containing the estimated coefficients at each values of s
.
Simon Fontaine, Yi Yang, Bo Fan, Wei Qian and Yuwen Gu.
Maintainer: Simon Fontaine fontaines@dms.umontreal.ca
Fontaine, S., Yang, Y., Fan, B., Qian, W. and Gu, Y. (2018). "A Unified Approach to Sparse Tweedie Model with Big Data Applications to Multi-Source Insurance Claim Data Analysis," to be submitted.
MSTweedie
,
plot.MSTweedie
,
predict.MSTweedie
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