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This distribution is tricky to implement as there is no closed form for most functions. PDF is computed based on `wrightbessel`. CDF and quantile are computed numerically. Performance is similar to reference R package tweedie. When `1 < p < 2` it is continuous but with a point mass at zero so it is not completely correct to consider it a `ContinuousUnivariateDistribution`. When `p = 1` it is even discrete.
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This distribution is tricky to implement as there is no closed form for most functions. PDF is computed based on
wrightbessel(JuliaMath/SpecialFunctions.jl#512). CDF and quantile are computed numerically from PDF. Performance is similar to reference R package tweedie.When
1 < p < 2it is continuous but with a point mass at zero so it is not completely correct to consider it aContinuousUnivariateDistribution. Whenp = 1it is even discrete. However I wasn't sure that justifies adding a new type likeSemiContinuousUnivariateDistribution.This distribution is useful to allow estimating Tweedie models in GLM.