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HDtweedie (version 1.2)

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

Description

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.

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Version

Install

install.packages('HDtweedie')

Monthly Downloads

287

Version

1.2

License

GPL-2

Maintainer

Last Published

May 10th, 2022

Functions in HDtweedie (1.2)

print.HDtweedie

print a HDtweedie object
coef.HDtweedie

get coefficients or make coefficient predictions from an "HDtweedie" object.
cv.HDtweedie

Cross-validation for HDtweedie
predict.cv.HDtweedie

make predictions from a "cv.HDtweedie" object.
coef.cv.HDtweedie

get coefficients or make coefficient predictions from a "cv.HDtweedie" object.
plot.HDtweedie

Plot solution paths from a "HDtweedie" object
HDtweedie

Fits the regularization paths for lasso-type methods of the Tweedie model
plot.cv.HDtweedie

plot the cross-validation curve produced by cv.HDtweedie
auto

A motor insurance dataset
predict.HDtweedie

make predictions from a "HDtweedie" object.