dtweedie.saddle(tweedie)
dtweedie.saddle()所属R语言包：tweedie
Tweedie Distributions (saddlepoint approximation)
的特威迪分派（鞍点近似）
译者：生物统计家园网 机器人LoveR
描述----------Description----------
Saddlepoint density for the Tweedie distributions
鞍特威迪分布密度
用法----------Usage----------
dtweedie.saddle(y, xi=power, mu, phi, eps=1/6, power=NULL)
参数----------Arguments----------
参数：y
the vector of responses
响应矢量
参数：xi
the value of xi such that the variance is var(Y) = phi * mu^xi
值的方差是xi等var(Y) = phi * mu^xi
参数：power
a synonym for xi
的代名词xi，
参数：mu
the mean
的意思
参数：phi
the dispersion
分散
参数：eps
the offset in computing the variance function. The default is eps=1/6 (as suggested by Nelder and Pregibon, 1987).
中的偏移量计算方差函数。默认值是eps=1/6（如建议通过内尔德Pregibon，1987）。
Details
详细信息----------Details----------
The Tweedie family of distributions belong to the class of exponential dispersion models (<acronym>EDM</acronym>s), famous for their role in generalized linear models. The Tweedie distributions are the <acronym>EDM</acronym>s with a variance of the form var(Y) = phi * mu^power where power is greater than or equal to one, or less than or equal to zero. This function only evaluates for power greater than or equal to one. Special cases include the normal (power=0), Poisson (power=1 with phi=1), gamma (power=2) and inverse Gaussian (power=3) distributions. For other values of power, the distributions are still defined but cannot be written in closed form, and hence evaluation is very difficult.
泰迪家族的分布，属于类指数扩散模型（<acronym> EDM </首字母缩写），著名发挥的作用，广义线性模型中。 Tweedie爵士分布<acronym>EDM</的缩写> s的形式的方差var(Y) = phi * mu^power其中power是大于或等于1，或小于或等于零。此功能只计算power大于或等于1。特殊情况包括正常（power=0），泊松（power=1phi=1），γ（power=2）和逆高斯（power=3）分布。对于其他power的值，分布仍定义但不能被写入在封闭的形式，因此，评价是非常困难的。
When 1 < power < 2, the distribution are continuous for Y greater than zero, with a positive mass at Y=0. For power > 2, the distributions are continuous for Y greater than zero.
当1 < power < 2，Y，“大于零，以积极的质量在Y=0的的分布是连续的。 power > 2，分布是连续的Y，“大于零。
This function approximates the density using the saddlepoint approximation defined by Nelder and Pregibon (1987).
此函数近似于使用鞍点近似内尔德和Pregibon（1987）所定义的密度。
值----------Value----------
saddlepoint (approximate) density for the given Tweedie distribution with parameters mu, phi and power.
Tweedie分布参数的鞍点（大约）密度mu，phi和power。
（作者）----------Author(s)----------
Peter Dunn (<a href="mailto:pdunn2@usc.edu.au">pdunn2@usc.edu.au</a>)
参考文献----------References----------
Saddlepoint approximations in statistics. Annals of Mathematical Statistics, 25(4), 631–650.
Exact saddlepoint approximations. Biometrika, 67, 59–63.
Evaluation of Tweedie exponential dispersion model densities by Fourier inversion. Statistics and Computing, 18, 73–86.
Tweedie family densities: methods of evaluation. Proceedings of the 16th International Workshop on Statistical Modelling, Odense, Denmark, 2–6 July
Series evaluation of Tweedie exponential dispersion model densities Statistics and Computing, 15(4). 267–280.
Exponential dispersion models. Journal of the Royal Statistical Society, B, 49, 127-162.
Theory of Dispersion Models, Chapman and Hall, London.
An extended quasi-likelihood function. Biometrika, 74(2), 221–232.
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.
参见----------See Also----------
dtweedie
dtweedie
实例----------Examples----------
p <- 2.5
mu <- 1
phi <- 1
y <- seq(0, 10, length=100)
fy <- dtweedie( y=y, power=p, mu=mu, phi=phi)
plot(y, fy, type="l")
# Compare to the saddlepoint density[与鞍点密度比较]
f.saddle <- dtweedie.saddle( y=y, power=p, mu=mu, phi=phi)
lines( y, f.saddle, col=2 )
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注：
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发表于 2012-10-1 13:08:32
