the value of xi such that the variance is
var(Y) = phi * mu^xi
power
a synonym for xi
mu
the mean
phi
the dispersion
type
what to plot: pdf (the default) means the probability function,
or cdf, the cumulative distribution function
add
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
Details
For details, see dtweedie
Value
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.
Dunn, P. K. and Smyth, G. K. (2008).
Evaluation of Tweedie exponential dispersion model densities by Fourier inversion.
Statistics and Computing,
18, 73–86.
Dunn, Peter K and Smyth, Gordon K (2005).
Series evaluation of Tweedie exponential dispersion model densities
Statistics and Computing,
15(4). 267–280.
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.
Sidi, Avram (1982).
The numerical evaluation of very oscillatory infinite integrals by
extrapolation.
Mathematics of Computation38(158), 517–529.
Sidi, Avram (1988).
A user-friendly extrapolation method for
oscillatory infinite integrals.
Mathematics of Computation51(183), 249–266.
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.