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TDboost (version 1.5)

A Boosted Tweedie Compound Poisson Model

Description

An implementation of a boosted Tweedie compound Poisson model proposed by Yang, Y., Qian, W. and Zou, H. (2018) . It is capable of fitting a flexible nonlinear Tweedie compound Poisson model (or a gamma model) and capturing high-order interactions among predictors. This package is based on the 'gbm' package originally developed by Greg Ridgeway.

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Version

Install

install.packages('TDboost')

Monthly Downloads

216

Version

1.5

License

GPL-3

Maintainer

Last Published

January 18th, 2024

Functions in TDboost (1.5)

plot.TDboost

Marginal plots of fitted TDboost objects
relative.influence

Methods for estimating relative influence
FHT

Simulation data generated based from the FHT model used in Yang, Y., Qian, W. and Zou, H. (2013).
summary.TDboost

Summary of a TDboost object
TDboost.object

TDboost Tweedie Regression Model Object
TDboost

TDboost Tweedie Regression Modeling
TDboost.perf

TDboost performance
predict.TDboost

Predict method for TDboost Model Fits