tweedie 0.0.7

Tweedie distribution

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.

Documentation:

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

Downloads:

https://github.com/thequackdaddy/tweedie

Dependencies:

• Python (2.7, or 3.4+)

• numpy

• scipy

Optional dependencies:

• pytest: needed to run tests

Install:

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

Code and bug tracker:

https://github.com/thequackdaddy/tweedie

License:

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