This package implements a iteratively reweighed least square (IRLS) strategy that incorporates a blockwise majorization decent (BMD) method, for efficiently computing the solution paths of the (grouped) lasso and the (grouped) elastic net for the Tweedie model.
copied from cf-staging / r-hdtweedieLabel | Latest Version |
---|---|
main | 1.2 |
cf202003 | 1.1 |