statsmodels.genmod.families.links.CDFLink

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.

dbnscipy.stats distribution

Default is dbn=scipy.stats.norm

Notes

The CDF link is untested.

Methods

__call__(p)

CDF link function

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).


Last update: May 14, 2024