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Tweedie distribution estimations of pdf and cdf

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 1 < p < 2. However, it should be possible to calculate the distribution for all the possible values of p.
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
  • tox: needed to run tests against multiple python/scipy versions
To run tests against multiple python/scipy versions, install the package using pip install -e .[dev].

Running the tests:

To test against the current python version and scipy pytest ./tweedie

To test against multiple python versions and scipy versions tox -p all. If you run in to issues with performance, just use tox.

Code and bug tracker:
2-clause BSD, see LICENSE.txt for details.

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