TDboost (Q96831)
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A Boosted Tweedie Compound Poisson Model
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | TDboost |
A Boosted Tweedie Compound Poisson Model |
Statements
18 January 2024
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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.
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