I’m interested in fitting a GLM via GLM.jl with a Tweedie distribution (https://en.wikipedia.org/wiki/Tweedie_distribution), particularly when the domain of the index parameter is not a special case that’s already available. Something like glm(...,Tweedie(1.25), LogLink())
for instance.
It looks like GLM.jl uses Distributions.jl for the families, and I don’t see a clear way in the latter to get to a Tweedie distribution.
Before I get into the weeds trying to implement this myself, am I missing any obvious solution?