Package jdistlib

Class Tweedie

java.lang.Object

jdistlib.generic.GenericDistribution

jdistlib.Tweedie

public class Tweedie
extends GenericDistribution

Translated from Tweedie package version 2.2.1, dated 2014-06-06, by Roby Joehanes

Parameterization: mu = mean, phi = dispersion, xi = power.

See Wikipedia for details.

Field Summary

Fields

Modifier and Type	Field	Description
protected double	mu
protected double	phi
protected double	xi

Fields inherited from class jdistlib.generic.GenericDistribution

random

Constructor Summary

Constructors

Constructor	Description
Tweedie(double mu, double phi, double xi)

Method Summary

Modifier and Type	Method	Description
double	cumulative(double p, boolean lower_tail, boolean log_p)
static double	cumulative(double x, double mu, double phi, double xi, boolean lowerTail, boolean logP)	Returns the Tweedie distribution function.
double	density(double x, boolean log)
static double	density(double y, double mu, double phi, double xi, boolean giveLog)	Tweedie density with mean mu, dispersion phi, and variance power xi.
static final double	deviance(double y, double mu, double xi)
static final double	dlogfdphi(double y, double mu, double phi, double xi)	Calculates d(log f)/d(phi) for the Tweedie densities.
static final double	dtweedie_saddle(double y, double mu, double phi, double xi, double eps, boolean give_log)
static final double	dtweedie_series(double y, double mu, double phi, double xi, boolean give_log)
static final double	loglik(double y, double mu, double phi, double xi)
double	quantile(double q, boolean lower_tail, boolean log_p)
static double	quantile(double p, double mu, double phi, double xi, boolean lowerTail, boolean logP)	Returns a Tweedie quantile.
double	random()
static double	random(double mu, double phi, double xi, RandomEngine random)	Generates one Tweedie variate using the supplied random engine.

Methods inherited from class jdistlib.generic.GenericDistribution

copyBackward, cumulative, cumulative, cumulative, cumulative_hazard, cumulative_hazard, cumulativeInto, density, density, densityInto, getRandomEngine, hazard, hazard, inverse_survival, inverse_survival, quantile, quantile, quantile, quantileInto, random, random, randomInto, setRandomEngine, survival, survival, survival

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Details

mu

protected double mu

phi

protected double phi

xi

protected double xi

Constructor Details

Tweedie

public Tweedie(double mu,
 double phi,
 double xi)

Method Details

deviance

public static final double deviance(double y,
 double mu,
 double xi)

loglik

public static final double loglik(double y,
 double mu,
 double phi,
 double xi)

dlogfdphi

public static final double dlogfdphi(double y,
 double mu,
 double phi,
 double xi)

Calculates d(log f)/d(phi) for the Tweedie densities. It is used, for example, in mle fitting of phi. We would then sum over y and set this function to 0.

Parameters:

y -

mu -

phi -

xi -

Returns:

dtweedie_series

public static final double dtweedie_series(double y,
 double mu,
 double phi,
 double xi,
 boolean give_log)

dtweedie_saddle

public static final double dtweedie_saddle(double y,
 double mu,
 double phi,
 double xi,
 double eps,
 boolean give_log)

density

public static double density(double y,
 double mu,
 double phi,
 double xi,
 boolean giveLog)

Tweedie density with mean mu, dispersion phi, and variance power xi. The variance is phi * mu^xi.

cumulative

public static double cumulative(double x,
 double mu,
 double phi,
 double xi,
 boolean lowerTail,
 boolean logP)

Returns the Tweedie distribution function.

quantile

public static double quantile(double p,
 double mu,
 double phi,
 double xi,
 boolean lowerTail,
 boolean logP)

Returns a Tweedie quantile.

random

public static double random(double mu,
 double phi,
 double xi,
 RandomEngine random)

Generates one Tweedie variate using the supplied random engine.

density

public double density(double x,
 boolean log)

Specified by:

density in class GenericDistribution

cumulative

public double cumulative(double p,
 boolean lower_tail,
 boolean log_p)

Specified by:

cumulative in class GenericDistribution

quantile

public double quantile(double q,
 boolean lower_tail,
 boolean log_p)

Specified by:

quantile in class GenericDistribution

random

public double random()

Specified by:

random in class GenericDistribution