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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.2 |
rolling source/ R- | HDtweedie_1.2.tar.gz |
253.5 KiB |
1.2 |
rolling linux/jammy R-4.5 | HDtweedie_1.2.tar.gz |
324.5 KiB |
1.2 |
latest source/ R- | HDtweedie_1.2.tar.gz |
253.5 KiB |
1.2 |
latest linux/jammy R-4.5 | HDtweedie_1.2.tar.gz |
324.5 KiB |
1.2 |
2026-04-23 source/ R- | HDtweedie_1.2.tar.gz |
253.5 KiB |
1.2 |
2026-04-09 windows/windows R-4.5 | HDtweedie_1.2.zip |
565.7 KiB |
1.2 |
2025-04-20 source/ R- | HDtweedie_1.2.tar.gz |
253.5 KiB |