Tweedie internal function

Description

Internal tweedie functions.

Usage

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	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)

Arguments

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 eps=1/6 (as suggested by Nelder and Pregibon, 1987).

Details

These are not to be called by the user.

Author(s)

Peter Dunn (pdunn2@usc.edu.au)

References

Nelder, J. A. and Pregibon, D. (1987). An extended quasi-likelihood function Biometrika, 74(2), 221–232.