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tweedie

Evaluation of Tweedie Exponential Family Models

Maximum likelihood computations for Tweedie families, including the series expansion (Dunn and Smyth, 2005; <doi:10.1007/s11222-005-4070-y>) and the Fourier inversion (Dunn and Smyth, 2008; <doi:10.1007/s11222-007-9039-6>), and related methods.

Functions (11)

AICtweedie

Tweedie Distributions

dtweedie

Tweedie Distributions

dtweedie.dldphi

Tweedie Distributions

dtweedie.saddle

Tweedie Distributions (saddlepoint approximation)

logLik.tweedie

Tweedie Distributions

tweedie-internal

Tweedie internal function

tweedie-package

Tweedie Distributions

tweedie.convert

Convert Tweedie parameters

tweedie.dev

Tweedie Distributions: the deviance function

tweedie.plot

Tweedie Distributions: plotting

tweedie.profile

Tweedie Distributions: mle estimation of p

tweedie

Evaluation of Tweedie Exponential Family Models

v2.3.3

GPL (>= 2)

Authors

Peter K. Dunn [cre, aut]

Initial release

2021-01-20

tweedie

Functions (11)

tweedie

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