Tutorials

• Poisson, Gamma, and Tweedie with French Motor Third-Party Liability Claims
  • Table of Contents
  • 1. Load and prepare datasets from Openml
  • 2. Frequency GLM - Poisson distribution
  • 3. Severity GLM - Gamma distribution
  • 4. Combined GLM - Tweedie distribution
• High Dimensional Fixed Effects with Rossman Sales
  • Table of Contents
  • 1. Data loading and feature engineering
  • 2. Fit baseline GLM
  • 3. GLM with high dimensional fixed effects
  • 4. Plot results
• Regularization with King County Housing Sales
  • Table of Contents
  • 1. Load and prepare datasets from Openml
  • 2. Visualize geographic data with GIS open
  • 3. Feature selection and transformation
  • 4. Creating the penalty matrix
  • 5. Fit models
• Formula interface
  • Table of Contents
  • 1. Load and Prepare Datasets from Openml
  • 2. Reproducing the Model From the GLM Turorial
  • 3. Categorical Variables
  • 4. Interactions and Structural Full-Rankness
  • 5. Fun with Functions
  • 6. Miscellaneous Features
• Cox Proportional Hazards Model
  • Table of Contents
  • 1. Equivalence Between the Cox Likelihood and a Profile Poisson Likelihood
  • 2. Estimating a Cox Model in Glum
  • 3. Speed Considerations
  • Conclusion
  • Footnotes
  • References
• Fitting Penalized Splines