Tweedie family density estimation in python
BSD-2-CLAUSE License
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.
.. image:: https://app.travis-ci.com/thequackdaddy/tweedie.svg?branch=master :target: https://app.travis-ci.com/thequackdaddy/tweedie
.. image:: http://codecov.io/github/thequackdaddy/tweedie/coverage.svg?branch=master :target: http://codecov.io/github/thequackdaddy/tweedie?branch=master
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:
Optional dependencies:
Install:
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: https://github.com/thequackdaddy/tweedie
License: 2-clause BSD, see LICENSE.txt for details.