NEWS
tweedie 2022-08-17
Changes:
- Added outputs gamma.mean and gamma.phi to tweedie.convert()
- Added more error checks to tweedie.convert() to prevent a model being provided
- Minor edits
tweedie 2017-11-15
Changes:
- Updated ptweedie.series() to fix a bug (reported by Lu Yang), where incorrect answers could sometimes be returned.
- Other minor fixes
tweedie 2017-11-06
Changes:
- Fixed an issue with AICtweedie(), where the incorrect AIC was given when prior weights used (reported by David Scollnik)
- Fixed a compilation error (in the subroutine smallp(), where variables were declared as initialised (thanks to Iñaki Úcar i.ucar86@gmail.com)
- Other minor edits.
tweedie 2017-08-23
Changes:
tweedie 2017-08-22
Changes:
- Fixed tweedie.f() to keep it quiet more often (sometimes, diagnostic reports meant for internal monitoring, were printed)
- Fixed a problem reported by Gustavo Lacerda, where ptweedie() returned NaN
- As a result, the series is now used in far more cases when 1<xi<2 for ptweedie()
- Changed rtweedie() algorithm for the case 1 < xi < 2 (thanks to Carlos J. Gil Bellosta)
- New function tweedie.convert() added
tweedie 2016-12-19
Changes:
- Added CITATION file
- Fixed an issue where the Tweedie cdf could return a value greater than one (reported by Jeremie Juste)
- Minor tidy of FORTRAN code
- Minor tidies in R code
tweedie 2014-06-06
Changes:
- Some administrative fixes for CRAN
tweedie 2013-09-10
Changes:
- Fixed an issue where ptweedie() would fail for very small y; set this to 0 when y<1.0e-300 (based on a report by Johann Cuenin)
tweedie 2013-01-15
Changes:
- Admin release (e.g. .First.lib() removed)
- Some minor edits to manual
- Added the control input to tweedie.profile() (thanks to Giri Khageswor, DPI Victoria)
- Minor fixes in the manual
tweedie 2012-11-01
Changes:
- Changed the example in tweedie-package to execute faster (CRAN requirement)
tweedie 2012-10-31
Changes:
- Fixed an error in dtweedie() that reported NA in the case when power=1 and phi != 1 (thanks to Dina Farkas)
- [dqpr]stable now in package stabledist rather then fBasics; fixed
- Fixed some typos in the help for tweedie-package (thanks to Peng Yu)
- rtweedie() reported an error if power = 1; fixed (thanks for Peng Yu)
- Edits to conform with new first argument of .Fortran (i.e. .NAME rather than name)
- Added NAMESPACE
tweedie 2011-06-09
Changes:
- Changed tweedie.profile() to ignore values of p/xi outside (1, 2) rather than report an error.
- In some unusual cases, when p/xi = 0 was used (with add0 = TRUE), the mle of p was between 0 and 1 (which is impossible). We report a warning message to check the data and the call to tweedie.profile(), but then set the mle to the value of p/xi giving the larger value of the likelihood
- Made the functions usually called by users able to accept xi or power
- A few minor edits to FORTRAN code; some variables not declared
tweedie 2011-06-08
Changes:
- Minor fixes to documentation
- Fixed the add0 input
- Some minor changes to the code to tidy up adding the zero
- If values of xi/p are given between 0 and 1, or less than 0, they are now omitted (with a message) rather than creating an error. If there are no values left after omitting the problem value, an error message is given.
tweedie 2010-09-30
Changes:
- Ensured tweedie.profile() does not use power = 1. This case (power=1 and phi not equal to 1) is too hard for me to deal with at present.
- Fixed an error introduced in version 2.0.5, where the value of xi/vec/p.vec was set to 1.2 (y >= 0) or 1.5 (y > 0) when not explicitly specified
- Fixed an error that reported the wrong mle of phi when the mle occured at an endpoint of the given xi values.
tweedie 2010-08-27
Changes:
- Change to dtweedie.inversion() to ensure density = 0 is returned when y < 0 (1 < p < 2) or p <- 0 (when p > 2)
- Change to tweedie.profile() to fix a problem that p = 1 returned an error
- Changed so that tweedie.profile() works withg p/xi = 0 when add0=TRUE (default is FALSE)
- Fixed some minor outputting messages (when verbose == 2)
- Location of CITATION file moved to correct location
tweedie 2010-07-12
Changes:
tweedie 2009-12-18
Changes:
- Changed default p.vec: There were too many values
- Added the facility to refer to p as xi in line with GLMs text
tweedie 2009-11-17
Changes:
- Changed the default p.vec when 1 < p < 2 to seq(1.2, 1.8, by = 0.05) (it was seq(1.2, 1.8, by = 0.1) )
- Slightly changed default output (added sep = "" to some paste commands)
- Added AICtweedie() to compute AIC for Tweedie glms
tweedie 2009-09-19
Changes:
- Corrected specification of GPL; no changes to functionality, code or documentation
- In dtweedie(), added power == 3 (inverse Gaussian) as a special case
- Minor change in documentation
- Added data, weights, and offset input arguments
- Fixed a bug where "=>" was used rather than ">="
- Fixed a bug in tweedie.profile(): exact zeros still allowed p = 2 (but not p > 2)
tweedie 2009-08-10
Changes:
- Made method = "inversion" the default (was "series")
- Slightly changed default output (added sep = "" to some paste commands)
- An error introduced earlier (unsure when exactly; prob v 1.6.1)
- In trying to identify and fix the error, tidied some of the FORTRAN code
- Made do.smooth = TRUE the default (was FALSE)
- If p.vec is not supplied, tweedie.profile() makes a sensible guess
- Made verbose = FALSE the default (was TRUE)
- Made minor changes to output when verbose = FALSE
tweedie 2009-07-18
Changes:
- Correct error in dtweedie.saddle() when y = 0 for 1 < p < 2 (Thanks to Glenn Meyers GMeyers@iso.com)
tweedie 2009-02-16
Changes:
- Fixed a bug in ptweedie.inversion() where variable cdf was undefined
- Fixed a bug in qtweedie() where any(power) < 1 should have been any(power < 1)
tweedie 2009-02-06
Changes:
- Fixed error in tweedie.f() (twice) where a float was used in a do-loop
- Fixed a bug in ptweedie(): It now returns 0 when y < 0 (rather than reporting an error)
- Fixed a bug in ptweedie.inversion(): y.len was undefined
- Fixed a bug in dwteedie.inversion(): if( any(phi < 0) ) written as if (any(phi) < 0 )
- Built for R version 2.6.0
- Changed the tweedie.plot() to produce no default x and y labels
tweedie 2007-09-01
Changes:
- Built for R version 2.5.1
- Removed the inversion computation from the example for dtweedi()e; it was very slow and hence caused problems
tweedie 2007-05-03
- Built for R version 2.5.0
- Fixed citation details
- Added note in dtweedie() help page indicating where the methods are defined (Dunn and Smyth, 2007).
- Added tweedie-package.Rd
- Fixed a small bug in dtweedie.inversion() (replaced p with power)
- Built for R version 2.5
- Made change to use of pmatch in function tweedie()
- Swapped the order of methods 1 and 2 in the call of tweedie.inversion to make consistent with a change in the associated paper Dunn and Smyth.
- Fixed an uninitialized variable error in the FORTRAN code which sometimes caused the inversion procedure to fail.
- Other minor changes (fixing spelling errors, updated Dunn and Smyth reference; etc.)
- Some very minor changes (some cosmetic) in the code
- Made the code more robust, exiting gracefully when Inf and NA appear in the computed log-likelihood
- Slightly changed the output plot in tweedie.profile(), to reflect that some value of p.vec may not have a corresponding likelihood computed accurately (or, indeed, at all)
- Added new function tweedie.plot() to make it easier to plot Tweedie densities
tweedie 2006-09-05
Changes:
- Built for R version 2.0.0
- Major fix: The mle estimate of phi was incorrect in tweedie.profile() (thanks Sarah Lennox, QDPI&F) * Some better warnings in tweedie.profile()
- tweedie.profile() now allows the actual computed points to be added to the plot using the do.points option (default is TRUE)
- The tweedie.profile() function now smooth and computes confidence intervals even when the computed likelihood values contain Infs or NAs.
tweedie 2004-09-30
Changes:
- Built for R version 1.9
- Fixed a bug in rtweedie(): it failed for p = 2 (thanks Sarah Lennox, QDPI&F)
- Fixed a bug in qtweedie(): it failed in some cases (thanks Gordon Smyth, WEHI)
- Added a proper .First.lib function (!) (thanks to James Wettenhall and Gordon Smyth, WEHI)
- Other minor bugs fixed
- The tweedie() family function removed, and package made dependent on the statmod package
- Updated for R version 1.9
tweedie 1.6.7 (2009-06-30)
Changes: