NegativeBinomial.deviance(endog, mu, freq_weights=1.0, scale=1.0)[source]

Returns the value of the deviance function.


endog : array-like

Endogenous response variable

mu : array-like

Fitted mean response variable

freq_weights : array-like

1d array of frequency weights. The default is 1.

scale : float, optional

An optional scale argument. The default is 1.


deviance : float

Deviance function as defined below


D = \sum_i piecewise_i where piecewise_i is defined as:

If Y_{i} = 0:

piecewise_i = 2* \log(1 + \alpha * \mu_i) / \alpha

If Y_{i} > 0: