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


Reference manual: HDtweedie.pdf
Package source: HDtweedie_1.1.tar.gz
Windows binaries: r-devel: HDtweedie_1.1.zip, r-release: HDtweedie_1.1.zip, r-oldrel: HDtweedie_1.1.zip
OS X Snow Leopard binaries: r-release: HDtweedie_1.1.tgz, r-oldrel: HDtweedie_1.1.tgz
OS X Mavericks binaries: r-release: HDtweedie_1.1.tgz