tweedieDistr
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TweedieDistr
Description
Provides density, distribution function, quantile function, and random generation for the Tweedie distribution under the compound Poisson-Gamma parameterisation with power parameter in (1, 2). The density is evaluated using the series expansion of Dunn and Smyth (2005) <doi:10.1007/s11222-005-4070-y>, implemented in C++ via 'Rcpp' and 'RcppArmadillo' for performance. A constructor compatible with the 'distributional' package is also provided for use in tidy modelling workflows.
This page was built for software: tweedieDistr
