HDtweedie: 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.
| Version: |
1.1 |
| Published: |
2013-10-22 |
| Author: |
Wei Qian, Yi Yang, Hui Zou |
| Maintainer: |
Wei Qian <weiqian at stat.umn.edu> |
| License: |
GPL-2 |
| NeedsCompilation: |
yes |
| CRAN checks: |
HDtweedie results |
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