Open johnWilshire opened 6 years ago
A problem might arise in the cdf, whilst there are c++ versions of the log likelihood I have had trouble finding a c++ version of the cdf and the cdf inverse which is necessary for pit residual and pitsboot sampling
but estimating beta should not be too hard.
MGCV allows for the tweedie family, will have to checkout how it is done in that package
The tweedie family is a very flexible family of distributions, We are only interested in tweedie distributions with power between 1 and 2, this means that they have mass at 0 but otherwise are similar to a gamma distribution,
Useful Links
There is an R package tweedie that is mostly fortran
a paper that describes ML estimation of various parameters: Dunn and Smyth 2005
a paper describes the unit deviance function and the link functions Application of the Tweedie distribution to zero-catch data in CPUE analysis