r-hdtweedie 1.2
Channel: guix-cran
Home page: https://cran.r-project.org/package=HDtweedie
Licenses: GPL 2
Synopsis: 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.
Total results: 1