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
DOI: 10.32614/CRAN.package.HDtweedie
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


Reference manual: HDtweedie.pdf


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


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