MSTweedie
R package for modeling multi-source insurance data
By Simon Fontaine, Yi Yang, Wei Qian, Yuwen Gu, and Bo Fan in R Package GitHub
September 14, 2022
The MSTweedie package provides multi-source sparse Tweedie modeling of insurance claim severity data with flexible regularization to balance between-feature sparsity and between-sources sparsity within features. An efficient group proximal gradient descent algorithm is used for fast computation.
- Posted on:
- September 14, 2022
- Length:
- 1 minute read, 37 words