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HDtweedie  

The Lasso for Tweedie's Compound Poisson Model Using an IRLS-BMD Algorithm
View on CRAN: Click here


Download and install HDtweedie package within the R console
Install from CRAN:
install.packages("HDtweedie")

Install from Github:
library("remotes")
install_github("cran/HDtweedie")

Install by package version:
library("remotes")
install_version("HDtweedie", "1.2")



Attach the package and use:
library("HDtweedie")
Maintained by
Wei Qian
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2013-10-22
Latest Update: 2022-05-10
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.
How to cite:
Wei Qian (2013). HDtweedie: The Lasso for Tweedie's Compound Poisson Model Using an IRLS-BMD Algorithm. R package version 1.2, https://cran.r-project.org/web/packages/HDtweedie. Accessed 04 Jun. 2026.
Previous versions and publish date:
1.1 (2013-10-22 08:15)
Other packages that cited HDtweedie R package
View HDtweedie citation profile
Other R packages that HDtweedie depends, imports, suggests or enhances
Complete documentation for HDtweedie
Functions, R codes and Examples using the HDtweedie R package
Some associated functions: HDtweedie . auto . coef.HDtweedie . coef.cv.HDtweedie . cv.HDtweedie . plot.HDtweedie . plot.cv.HDtweedie . predict.HDtweedie . predict.cv.HDtweedie . print.HDtweedie . 
Some associated R codes: HDtweedie.R . cv.R . plot.HDtweedie.R . plot.cv.HDtweedie.R . tools.R . tweediegrppath.R . utilities.R .  Full HDtweedie package functions and examples
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