Tweedie internal function
Internal tweedie functions.
dtweedie.dlogfdphi(y, mu, phi, power) dtweedie.logl(phi, y, mu, power) dtweedie.logl.saddle( phi, power, y, mu, eps=0) dtweedie.logv.bigp( y, phi, power) dtweedie.logw.smallp(y, phi, power) dtweedie.interp(grid, nx, np, xix.lo, xix.hi,p.lo, p.hi, power, xix) dtweedie.jw.smallp(y, phi, power ) dtweedie.kv.bigp(y, phi, power) dtweedie.series.bigp(power, y, mu, phi) dtweedie.series.smallp(power, y, mu, phi) stored.grids(power) twpdf(p, phi, y, mu, exact, verbose, funvalue, exitstatus, relerr, its ) twcdf(p, phi, y, mu, exact, funvalue, exitstatus, relerr, its )
y |
the vector of responses |
power |
the value of power such that the variance is var(Y) = phi * mu^power |
mu |
the mean |
phi |
the dispersion |
grid |
the interpolation grid necessary for the given value of power |
nx |
the number of interpolation points in the xi dimension |
np |
the number of interpolation points in the power dimension |
xix.lo |
the lower value of the transformed xi value used in the interpolation grid. (Note that the value of xi is from 0 to infty, and is transformed such that it is on the range 0 to 1.) |
xix.hi |
the higher value of the transformed xi value used in the interpolation grid. |
p.lo |
the lower value of p value used in the interpolation grid. |
p.hi |
the higher value of p value used in the interpolation grid. |
xix |
the value of the transformed xi at which a value is sought. |
eps |
the offset in computing the variance function in the saddlepoint approximation.
The default is |
p |
the Tweedie index parameter |
exact |
a flag for the FORTRAN to use exact-zeros acceleration algorithmic the calculation (1 means to do so) |
verbose |
a flag for the FORTRAN: 1 means to be verbose |
funvalue |
the value of the call returned by the FORTRAN code |
exitstatus |
the exit status returned by the FORTRAN code |
relerr |
an estimation of the relative error returned by the FORTRAN code |
its |
the number of iterations of the algorithm returned by the FORTRAN code |
These are not to be called by the user.
Peter Dunn (pdunn2@usc.edu.au)
Nelder, J. A. and Pregibon, D. (1987). An extended quasi-likelihood function Biometrika, 74(2), 221–232. doi10.1093/biomet/74.2.221
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