Tweedie response family

tweedie() defines a one-response Tweedie compound Poisson-Gamma distribution for non-negative continuous responses with exact zeros.

Usage

tweedie()

Value

A drm_family object.

Details

The implemented contract is univariate: log(mu) = eta_mu, log(sigma) = eta_sigma, nu = 1 + plogis(eta_nu), phi = sigma^2, E[y] = mu, and Var(y) = sigma^2 * mu^nu, with 1 < nu < 2. The public sigma parameter is therefore the square root of the usual Tweedie dispersion phi. Ordinary unlabelled random intercepts and independent numeric slopes such as (1 | id) and (0 + x | id) may enter mu. Correlated or labelled mu slopes, sigma or nu random effects, predictor-dependent nu, bivariate Tweedie models, structured effects, zero-inflation aliases, and hurdle aliases remain unsupported.

Examples

tweedie()
#> $name
#> [1] "tweedie"
#> 
#> $family
#> [1] "tweedie"
#> 
#> $n_response
#> [1] 1
#> 
#> $dpars
#> [1] "mu"    "sigma" "nu"   
#> 
#> $links
#>        mu     sigma        nu 
#>     "log"     "log" "logit12" 
#> 
#> attr(,"class")
#> [1] "drm_family"