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Title: The Lasso for Tweedie's Compound Poisson Model Using an IRLS-BMD
Algorithm
Version: 1.2
Date: 2022-05-09
Author: Wei Qian <weiqian@stat.umn.edu>, Yi Yang <yiyang@umn.edu>, Hui Zou <hzou@stat.umn.edu>
Maintainer: Wei Qian <weiqian@stat.umn.edu>
Imports: methods
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.