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Description

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.
Metadata

Version

1.2

License

Unknown

Platforms (75)

    Darwin
    FreeBSD
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