Plotting Tweedie density and distribution functions
tweedie.plot(y, xi, mu, phi, type="pdf", power=NULL, add=FALSE, ...)this function is usually called for side-effect of producing a plot of the specified Tweedie distribution, properly plotting the exact zero that occurs at \(y=0\)
when \(1<p<2\).
However,
it also produces a list with the computed density at the given points,
with components y and x respectively,
such that plot(y~x) approximately reproduces the plot.
vector of values at which to evaluate and plot
the value of \(\xi\) such that the variance is \(\mbox{var}[Y]=\phi\mu^{\xi}\)
a synonym for \(\xi\)
the mean
the dispersion
what to plot: pdf (the default) means the probability function,
or cdf, the cumulative distribution function
if TRUE, the plot is added to the current device;
if FALSE (the default), a new plot is produced
Arguments to be passed to the plotting method
Peter Dunn (pdunn2@usc.edu.au)
For details, see dtweedie
Dunn, P. K. and Smyth, G. K. (2008). Evaluation of Tweedie exponential dispersion model densities by Fourier inversion. Statistics and Computing, 18, 73--86. tools:::Rd_expr_doi("10.1007/s11222-007-9039-6")
Dunn, Peter K and Smyth, Gordon K (2005). Series evaluation of Tweedie exponential dispersion model densities Statistics and Computing, 15(4). 267--280. tools:::Rd_expr_doi("10.1007/s11222-005-4070-y")
Dunn, Peter K and Smyth, Gordon K (2001). Tweedie family densities: methods of evaluation. Proceedings of the 16th International Workshop on Statistical Modelling, Odense, Denmark, 2--6 July
Jorgensen, B. (1987). Exponential dispersion models. Journal of the Royal Statistical Society, B, 49, 127--162.
Jorgensen, B. (1997). Theory of Dispersion Models. Chapman and Hall, London.
Nolan, John P (1997). Numerical calculation of stable densities and distribution functions. Communication in Statistics---Stochastic models, 13(4). 759--774. tools:::Rd_expr_doi("10.1080/15326349708807450")
Sidi, Avram (1982). The numerical evaluation of very oscillatory infinite integrals by extrapolation. Mathematics of Computation 38(158), 517--529. tools:::Rd_expr_doi("10.1090/S0025-5718-1982-0645667-5")
Sidi, Avram (1988). A user-friendly extrapolation method for oscillatory infinite integrals. Mathematics of Computation 51(183), 249--266. tools:::Rd_expr_doi("10.1090/S0025-5718-1988-0942153-5")
Tweedie, M. C. K. (1984). An index which distinguishes between some important exponential families. Statistics: Applications and New Directions. Proceedings of the Indian Statistical Institute Golden Jubilee International Conference (Eds. J. K. Ghosh and J. Roy), pp. 579-604. Calcutta: Indian Statistical Institute.
dtweedie
### Plot a Tweedie density with 12 and 1Run the code above in your browser using DataLab