statsmodels.genmod.families.links.Cauchy

class statsmodels.genmod.families.links.Cauchy[source]

The Cauchy (standard Cauchy CDF) transform

Notes

g(p) = scipy.stats.cauchy.ppf(p)

cauchy is an alias of CDFLink with dbn=scipy.stats.cauchy

Methods

__call__(p)

CDF link function

Methods

deriv(p)

Derivative of CDF link

deriv2(p)

Second derivative of the Cauchy link function.

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: Jun 01, 2024