Tweedie.loglike_obs(endog, mu, var_weights=1.0, scale=1.0)[source]

The log-likelihood function for each observation in terms of the fitted mean response for the Tweedie distribution.

  • endog (array) – Usually the endogenous response variable.
  • mu (array) – Usually but not always the fitted mean response variable.
  • var_weights (array-like) – 1d array of variance (analytic) weights. The default is 1.
  • scale (float) – The scale parameter. The default is 1.

ll_i – The value of the loglikelihood evaluated at (endog, mu, var_weights, scale) as defined below.

Return type:



This is not implemented because of the complexity of calculating an infinite series of sums.