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 [email protected])
Other minor edits.

tweedie 2017-08-23

Changes:

Kept it even more quiet

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:

Minor edits

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 [email protected])

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:

Correct error in rtweedie() when power = 1 and phi \ne 1 (Thanks to Frederic Gosselin [email protected])