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Tweedie distribution

Project description

tweedie is a Python library implementing scipy's ``rv_continuous`` class
for the Tweedie family. The Tweedie family is a member of the exponential
dispersion model family and is commonly used in the insurance indsutry
to model claim amounts for insurance policies (exposure).

The main focus of this package is the compound-Poisson behavior,
specifically where :math:`1 < p < 2`. However, it should be possible to
calculate the distribution for all the possible values of p.

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Some of the functions are well documented. Others, not so well. In future
versions, I might try to publish.


* Python (2.7, or 3.4+)
* numpy
* scipy

Optional dependencies:
* pytest: needed to run tests

At the moment, ``python install`` will work. I'll try to put this on
pypi at some point in the future.

Code and bug tracker:

2-clause BSD, see LICENSE.txt for details.

Project details

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