tweedieDistr: Tweedie Distribution

Provides density, distribution function, quantile function, and random generation for the Tweedie distribution under the compound Poisson-Gamma parameterisation with power parameter in (1, 2). The density is evaluated using the series expansion of Dunn and Smyth (2005) <doi:10.1007/s11222-005-4070-y>, implemented in C++ via 'Rcpp' and 'RcppArmadillo' for performance. A constructor compatible with the 'distributional' package is also provided for use in tidy modelling workflows.

Package details

AuthorStefano Damato [aut, cre]
MaintainerStefano Damato <stefanodamato128@gmail.com>
LicenseLGPL (>= 3)
Version0.1.1
URL https://github.com/StefanoDamato/tweedieDistr
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("tweedieDistr")

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tweedieDistr documentation built on July 23, 2026, 5:07 p.m.