TDboost: A Boosted Tweedie Compound Poisson Model
An implementation of a boosted Tweedie compound Poisson model proposed by Yang, Y., Qian, W. and Zou, H. (2018) <doi:10.1080/07350015.2016.1200981>. It is capable of fitting a flexible nonlinear Tweedie compound Poisson model (or a gamma model) and capturing high-order interactions among predictors. This package is based on the 'gbm' package originally developed by Greg Ridgeway.
| Version: |
1.5 |
| Depends: |
R (≥ 2.12.0), lattice |
| Published: |
2024-01-18 |
| DOI: |
10.32614/CRAN.package.TDboost |
| Author: |
Yi Yang [aut, cre] (http://www.math.mcgill.ca/yyang/),
Hui Zou [aut] (http://users.stat.umn.edu/~zouxx019/),
Wei Qian [aut] (https://sites.google.com/a/udel.edu/weiqian/),
Greg Ridgeway [ctb, cph] |
| Maintainer: |
Yi Yang <yi.yang6 at mcgill.ca> |
| License: |
GPL-3 |
| NeedsCompilation: |
yes |
| Materials: |
ChangeLog |
| CRAN checks: |
TDboost results [issues need fixing before 2024-11-04] |
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