Package: HDtweedie 1.2

Wei Qian

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.

Authors:Wei Qian <weiqian@stat.umn.edu>, Yi Yang <yiyang@umn.edu>, Hui Zou <hzou@stat.umn.edu>

HDtweedie_1.2.tar.gz
HDtweedie_1.2.tar.gz(r-4.5-noble)HDtweedie_1.2.tar.gz(r-4.4-noble)
HDtweedie_1.2.tgz(r-4.4-emscripten)HDtweedie_1.2.tgz(r-4.3-emscripten)
HDtweedie.pdf |HDtweedie.html✨
HDtweedie/json (API)

# Install 'HDtweedie' in R:
install.packages('HDtweedie', repos = 'https://cloud.r-project.org')
Uses libs:
  • openblas– Optimized BLAS
  • fortran– Runtime library for GNU Fortran applications
Datasets:
  • auto - A motor insurance dataset

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

fortranopenblas

1.95 score 3 stars 1 packages 342 downloads 4 exports 0 dependencies

Last updated 3 years agofrom:608a38f548. Checks:3 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 19 2025
R-4.5-linux-x86_64OKMar 19 2025
R-4.4-linux-x86_64OKMar 19 2025

Exports:coef.HDtweediecv.HDtweedieHDtweediepredict.HDtweedie

Dependencies:

Citation

To cite package ‘HDtweedie’ in publications use:

Qian W, Yang Y, Zou H (2022). HDtweedie: The Lasso for Tweedie's Compound Poisson Model Using an IRLS-BMD Algorithm. R package version 1.2, https://CRAN.R-project.org/package=HDtweedie.

ATTENTION: This citation information has been auto-generated from the package DESCRIPTION file and may need manual editing, see ‘help("citation")’.

Corresponding BibTeX entry: 

  @Manual{,
    title = {HDtweedie: The Lasso for Tweedie's Compound Poisson Model
      Using an IRLS-BMD Algorithm},
    author = {Wei Qian and Yi Yang and Hui Zou},
    year = {2022},
    note = {R package version 1.2},
    url = {https://CRAN.R-project.org/package=HDtweedie},
  }