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 binaries: | r-release: HDtweedie_1.1.tgz, r-oldrel: HDtweedie_1.1.tgz |
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