NearPoissonDispersionError#

exception superglm.NearPoissonDispersionError#

Bases: FloatingPointError

The Tweedie dispersion profile is too close to the Poisson limit to search globally.

Near p = 1 the density approaches the Poisson lattice and the dispersion profile has many local minima; the global search over them grows like 1 / (p - 1). It is raised where one search would exceed its bound (about five seconds of series work). estimate_p skips such a power as infeasible and records it; fit_reml at that fixed power raises it (fit() does not profile the dispersion). Fit a power further from 1, or a Poisson family.