tweedie (version 1.01)

dtweedie-internal: 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 $p$ 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).

Details

These are not to be called by the user.

References

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