tweedie-internal: Tweedie internal function

In tweedie: Evaluation of Tweedie Exponential Family Models

Tweedie internal function

Description

Internal tweedie functions.

Usage

	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 )

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).
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

Details

These are not to be called by the user.

Author(s)

Peter Dunn ([e-mail])

References

Nelder, J. A. and Pregibon, D. (1987). An extended quasi-likelihood function Biometrika, 74(2), 221–232. doi10.1093/biomet/74.2.221

tweedie documentation built on Aug. 17, 2022, 9:06 a.m.