dtweedie-internal {tweedie}R Documentation

Tweedie internal function

Description

Internal tweedie functions.

Usage

dtweedie.dldphi( phi, mu, power, y)
dtweedie.dldphi.saddle( y, mu, phi, power)
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)
tweedie.dev(y, mu, power)
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 (dunn@usq.edu.au)

References

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


[Package tweedie version 1.02 Index]