HDtweedie (1.1)

0 users

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


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.



  (0 votes)


  (0 votes)

Log in to vote.


No one has written a review of HDtweedie yet. Want to be the first? Write one now.

Related packages:(20 best matches, based on common tags.)

Search for HDtweedie on google, google scholar, r-help, r-devel.

Visit HDtweedie on R Graphical Manual.