The main R programs are: GTE.DGLM.Tweedie.R GTE.DGLM.gauss.R GTE.DGLM.gamma.R GTE.JointModel.gauss.R Do not change the files in the sys directory. # required packages require(dglm) require(tweedie) require(JointModeling) Run/make changes only in the following files GTE.DGLM.Tweedie\Simple-example-tweedie.R GTE.DGLM.gauss\Simple-example-gauss.R GTE.DGLM.gamma\Simple-example-gamma.R GTE.JointModel.gauss\Simple-example-gauss.R