MetricsWeighted (version 0.1.0)

deviance_tweedie: Tweedie deviance

Description

Weighted average of (unscaled) unit Tweedie deviance with parameter p. This includes the normal deviance (p = 0), the Poisson deviance (p = 1), as well as the Gamma deviance (p = 2), see e.g. [1] for a reference.

Usage

deviance_tweedie(actual, predicted, w = NULL, tweedie_p = 0, ...)

Arguments

actual

Observed values.

predicted

Predicted values.

w

Optional case weights.

tweedie_p

Tweedie power.

...

Further arguments passed to weighted_mean.

Value

A numeric vector of length one.

References

[1] Ohlsson E. and Johansson B. (2015). Non-Life Insurance Pricing with Generalized Linear Models. Springer Nature EN. ISBN 978-3642107900.

See Also

deviance_normal, deviance_poisson, deviance_gamma.

Examples

# NOT RUN {
deviance_tweedie(1:10, (1:10)^2, tweedie_p = 0)
deviance_tweedie(1:10, (1:10)^2, tweedie_p = 1)
deviance_tweedie(1:10, (1:10)^2, tweedie_p = 2)
deviance_tweedie(1:10, (1:10)^2, tweedie_p = 1.5)
deviance_tweedie(1:10, (1:10)^2, tweedie_p = 1.5, w = rep(1, 10))
deviance_tweedie(1:10, (1:10)^2, tweedie_p = 1.5, w = 1:10)

# }