Suetonius, Life of Caligula
“Caligula did not wish to be considered or called the grandson of Agrippa because of his lack of nobility, and he would get angry if anyone placed him among the Caesars in a speech or a poem. He used to claim that his own mother was the product of the incest which Augustus committed with his own daughter Julia. Not being content with this attack on Augustus, he prohibited the victories of Actium and Sicily from being celebrated with solemn festivals, considering them baleful and calamitous events for the Republic. He used to call his great-grandmother Livia Augusta ‘Ulysses in a dress’ all the time, and he even dared to argue for her lack of nobility in a certain letter to the senate as being descended from a maternal grandfather who was a decurion in Fondi, though it is certain from the public monuments that Aufidius Lurco achieved high honors in Rome. He denied a secret conference to his grandmother Antonia unless Macro the prefect were there. It was through such indignity and vexation that she died, though, as some people think, he may have added poison. He gave her no honor when dead, and watched her burning pyre from his dining room.”
Agrippae se nepotem neque credi neque dici ob ignobilitatem eius uolebat suscensebatque, si qui uel oratione uel carmine imaginibus eum Caesarum insererent. praedicabat autem matrem suam ex incesto, quod Augustus cum Iulia filia admisisset, procreatam; ac non contentus hac Augusti insectatione Actiacas Siculasque uictorias, ut funestas p. R. et calamitosas, uetuit sollemnibus feriis celebrari.  Liuiam Augustam proauiam ‘Vlixem stolatum’ identidem appellans, etiam ignobilitatis quadam ad senatum epistula arguere ausus est quasi materno auo decurione Fundano ortam, cum publicis monumentis certum sit, Aufidium Lurconem Romae honoribus functum. auiae Antoniae secretum petenti denegauit, nisi ut interueniret Macro praefectus, ac per istius modi indignitates et taedia causa extitit mortis, dato tamen, ut quidam putant, et ueneno; nec defunctae ullum honorem habuit prospexitque e triclinio ardentem rogum.