# Tweedie distribution / Tweedie GLM

**URL:** <https://discourse.julialang.org/t/tweedie-distribution-tweedie-glm/44091>\
**Category:** Statistics\
**Tags:** question, glm, distributions\
**Created:** [August 1, 2020, 4:40pm UTC](https://discourse.julialang.org/t/tweedie-distribution-tweedie-glm/44091 "2020-08-01T16:40:17Z")\
**Posts on this page:** 3\
**Page:** 1

<div class="post-metadata">

**Author:** ![m-a](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/m-a/32/16958_2.png) [@m-a](https://discourse.julialang.org/u/m-a)\
**Post date:** [August 1, 2020, 4:40pm UTC](https://discourse.julialang.org/t/tweedie-distribution-tweedie-glm/44091/1 "2020-08-01T16:40:17Z")

</div>

I’m interested in fitting a GLM via GLM.jl with a Tweedie distribution ([Tweedie distribution - Wikipedia](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?

---

<div class="post-metadata">

**Author:** ![jkbest2](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/jkbest2/32/7350_2.png) [@jkbest2](https://discourse.julialang.org/u/jkbest2)\
**Post date:** [August 6, 2020, 3:04pm UTC](https://discourse.julialang.org/t/tweedie-distribution-tweedie-glm/44091/2 "2020-08-06T15:04:07Z")

</div>

I started [TweedieDistributions.jl](https://github.com/jkbest2/TweedieDistributions.jl), but I only needed to simulate from the compound Poisson-Gamma case (e.g. I haven’t implemented any density functions) and I haven’t integrated it into the Distributions.jl type hierarchy. I’m not sure what would need to be done for it to be compatible with GLM.jl.

A search on [JuliaHub Repositories](https://juliahub.com/ui/RepoSearch?q=tweedie&w=true&r=true) doesn’t turn up much, but might be another place to start.

---

<div class="post-metadata">

**Author:** ![secarl](https://avatars.discourse-cdn.com/v4/letter/s/7ab992/32.png) [@secarl](https://discourse.julialang.org/u/secarl)\
**Post date:** [April 9, 2023, 2:15pm UTC](https://discourse.julialang.org/t/tweedie-distribution-tweedie-glm/44091/3 "2023-04-09T14:15:05Z")

</div>

Hello, has any movement been made to add Tweedie to Distributions.jl?