HDtweedie (1.1)

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The Lasso for the Tweedie's Compound Poisson Model Using an IRLS-BMD Algorithm.

http://cran.r-project.org/web/packages/HDtweedie

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.

Maintainer: Wei Qian
Author(s): Wei Qian <weiqian@stat.umn.edu>, Yi Yang <yiyang@umn.edu>, Hui Zou <hzou@stat.umn.edu>

License: GPL-2

Uses: Does not use any package
Reverse suggests: adaptMT

Released over 6 years ago.


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