The R package tweedie provides a way to estiamate the density and CDF of Tweedie distribution (using
ptweedie, respectively). I'm more interested in the
ptweedie.series functions as they are (I think) simpler to interpret. I've found the author's paper Dunn & Smyth, Series evaluation of Tweedie exponential dispersion densities that discusses
dtweedie.series function (for density), but I can't seem to figure out what the
ptweedie.series (for the CDF).
Is there any clue to how the CDF of a Tweedie is calculated? What about the inverse CDF?