Tweedie internals {tweedie}

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 p such that the variance is \mbox{var}[Y]=\phi\mu^p

mu

the mean

phi

the dispersion

grid

the interpolation grid necessary for the given value of p

nx

the number of interpolation points in the \xi dimension

np

the number of interpolation points in the p 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