Added details input to dtweedie_series(), that returns the lo and hi
index for the summing of terms. Other necessary changes made
downstream.
Added (tweedie_integrand(), tweedie_profile()) and improved
(tweedie_plot()) the passing of plotting parameters.
Fixed
Fixed tweedie_integrand: Plot 2 now plots cos( Im k(t) ) for the PDF
(not sin).
tweedie 3.0.19 (Release
date: 2026-04-26)
Summary
Minor fixes and improvements
Changed
Improvements to tweedie_plot() and passing plotting options
Fixed
Fix error with accelerate when returning early: return
properly(Thanks Jeonghwan Lee)
tweedie 3.0.17 (Release
date: 2026-02-26)
Changes:
Fixed an error with xi = 1 and phi in qtweedie (thanks Milan
Bouchet-Valat).
Added a test to prevent this again.
Relocated hex.R and fixed the hex-producing script.
Fix Makefile.
tweedie 3.0.14 (Release
date: 2026-02-16)
Changes:
Improved the vignette.
Some internal renaming.
Fix some xi = 1 cases (thanks Milan Bouchet-Valat).
Relocate some messages in tweedie_profile().
Add poison example to vignette.
tweedie 3.0.12 (Release
date: 2026-02-07)
Changes:
Trying to fix bugs that pop up (seemingly at random) with rhub etc.
checks.
tweedie 3.0.5 (Release
date: 2026-01-30)
Changes:
FORTRAN code restructured to make the similar flow in the three
zones (initial; pre-acceleration; acceleration) clearer
Some fixes to documentation to pass tests.
Some minor fixes to R code.
tweedie 3.0.4 (Release
date: 2026-01-20)
Changes:
Some fixes to implementation of IGexact
tweedie 3.0.3 (Release
date: 2025-11-29)
Changes:
Add IGexact for [dp]tweedie_inversion: whether to use exact values
or inversion when p = 3.
Fixed some comments
tweedie 3.0.2 (Release
date: 2025-11-29)
Changes:
All code moved from FORTRAN77 to FORTRAN90. Almost no FORTRAN code
remains from version < 3.
PDF and CDF computations consolidated and code shared where
possible, substantially reducing the amount of FORTRAN code.
Separated FORTRAN code into different files for easier
debugging.
Improvements to the acceleration algorithm and root-finding
algorithms, so should work better for more cases.
Added verbose (shows what’s happening behind the scenes) and details
(reports on the fitting) as options for many user-facing R
functions.
Added ptweedie_inversion() to the man page for dtweedie.
Tidied the man pages; added examples.
Removed the almost-never used dtweedie.stable() function.
Changed function names (e.g, tweedie.convert() to
tweedie_convert()).
Separated R functions into separate files depending on purpose
(e.g., dtweedie.R and ptweedie.R).
Moved the tweedie_Extra files into the main package.
dtweedie.igrand() (now tweedie_igrand()) to plot the integrand for
the DF also.
tweedie 2.3.5 (Release
date: 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 2.3.1 (Release
date: 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 2.3.0 (Release
date: 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 2.2.10 (Release
date: 2017-08-23)
Changes:
Kept it even more quiet
tweedie 2.2.6 (Release
date: 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 2.2.5 (Release
date: 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 2.1.9 (Release
date: 2014-06-06)
Changes:
Some administrative fixes for CRAN
tweedie 2.1.8 (Release
date: 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 2.1.7 (Release
date: 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 2.1.5 (Release
date: 2012-11-01)
Changes:
Changed the example in tweedie-package to execute faster (CRAN
requirement)
tweedie 2.1.4 (Release
date: 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 2.1.0 (Release
date: 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 2.0.8 (Release
date: 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 2.0.7 (Release
date: 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
occurred at an endpoint of the given xi values.
tweedie 2.0.5 (Release
date: 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 with 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 2.0.4 (Release
date: 2010-07-12)
Changes:
Minor edits
tweedie 2.0.3 (Release
date: 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 2.0.1 (Release
date: 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 2.0.0 (Release
date: 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 1.6.8 (Release
date: 2009-07-18)
Changes:
Correct error in dtweedie.saddle() when y = 0 for 1 < p < 2
(Thanks to Glenn Meyers
GMeyers@iso.com)
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 1.6.2 (Release
date: 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 1.6.1 (Release
date: 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 dtweedie.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 1.5.2 (Release
date: 2007-09-01)
Changes:
Built for R version 2.5.1
Removed the inversion computation from the example for dtweedie();
it was very slow and hence caused problems
tweedie 1.5.1 (Release
date: 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 1.2 (Release date:
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 1.01 (Release
date: 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
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