statsmodels.genmod.families.links.CDFLink#

class statsmodels.genmod.families.links.CDFLink(dbn=<scipy.stats._continuous_distns.norm_gen object>)[source]#

The use the CDF of a scipy.stats distribution

CDFLink is a subclass of logit in order to use its _clean method for the link and its derivative.

Parameters:

dbnscipy.stats distribution, optional: Default is dbn=scipy.stats.norm

Methods

__call__(p)

CDF link function

Notes

The CDF link is untested.

Methods

`deriv`(p)	Derivative of CDF link
`deriv2`(p)	Second derivative of the link function g''(p)
`deriv2_numdiff`(p)	Second derivative of the link function g''(p)
`inverse`(z)	The inverse of the CDF link
`inverse_deriv`(z)	Derivative of the inverse link function
`inverse_deriv2`(z)	Second derivative of the inverse link function g^(-1)(z).