Dear list,

I have released another R package "cplm" that may be of special interest to the actuarial profession. This package focuses on estimation problems in common linear models with the Tweedie compound Poisson distribution. Currently, it implements Monte Carlo EM and Markov Chain Monte Carlo methods in generalized linear models, and in the next two months or so, I would add functions for estimating mixed-effect models with several frequentists' methods and one MCMC approach. In the meanwhile, I would appreciate any comments on the currently available functionality. Thanks.

P.S. The package can be downloaded either from CRAN or the project host:
http://code.google.com/p/cplm/


Regards,

Wayne (Yanwei) Zhang





NOTICE:  This e-mail message, including any attachments and appended messages, is for the sole use of the intended recipients and may contain confidential and legally privileged information.
If you are not the intended recipient, any review, dissemination, distribution, copying, storage or other use of all or any portion of this message is strictly prohibited.
If you received this message in error, please immediately notify the sender by reply e-mail and delete this message in its entirety.

	[[alternative HTML version deleted]]

