HDtweedie: The Lasso for Tweedie's Compound Poisson Model Using an IRLS-BMD Algorithm

The Tweedie lasso model implements an iteratively reweighed least square (IRLS) strategy that incorporates a blockwise majorization decent (BMD) method, for efficiently computing solution paths of the (grouped) lasso and the (grouped) elastic net methods.

Version:	1.2
Imports:	methods
Published:	2022-05-10
Author:	Wei Qian, Yi Yang, Hui Zou
Maintainer:	Wei Qian <weiqian at stat.umn.edu>
License:	GPL-2
NeedsCompilation:	yes
Materials:	ChangeLog
CRAN checks:	HDtweedie results

Documentation:

Reference manual:

HDtweedie.pdf

Downloads:

Package source:	HDtweedie_1.2.tar.gz
Windows binaries:	r-devel: HDtweedie_1.2.zip, r-release: HDtweedie_1.2.zip, r-oldrel: HDtweedie_1.2.zip
macOS binaries:	r-release (arm64): HDtweedie_1.2.tgz, r-oldrel (arm64): HDtweedie_1.2.tgz, r-release (x86_64): HDtweedie_1.2.tgz, r-oldrel (x86_64): HDtweedie_1.2.tgz
Old sources:	HDtweedie archive

Reverse dependencies:

Reverse depends:	personalized2part
Reverse suggests:	adaptMT

Linking:

Please use the canonical form https://CRAN.R-project.org/package=HDtweedie to link to this page.