# statsmodels.sandbox.distributions.transformed.TransfTwo_gen¶

class statsmodels.sandbox.distributions.transformed.TransfTwo_gen(kls, func, funcinvplus, funcinvminus, derivplus, derivminus, *args, **kwargs)[source]

Distribution based on a non-monotonic (u- or hump-shaped transformation)

the constructor can be called with a distribution class, and functions that define the non-linear transformation. and generates the distribution of the transformed random variable

Note: the transformation, it’s inverse and derivatives need to be fully specified: func, funcinvplus, funcinvminus, derivplus, derivminus. Currently no numerical derivatives or inverse are calculated

This can be used to generate distribution instances similar to the distributions in scipy.stats.

Attributes:
random_state

Get or set the generator object for generating random variates.

Methods

 __call__(*args, **kwds) Freeze the distribution for the given arguments.

Methods

 cdf(x, *args, **kwds) Cumulative distribution function of the given RV. entropy(*args, **kwds) Differential entropy of the RV. expect([func, args, loc, scale, lb, ub, ...]) Calculate expected value of a function with respect to the distribution by numerical integration. fit(data, *args, **kwds) Return estimates of shape (if applicable), location, and scale parameters from data. fit_loc_scale(data, *args) Estimate loc and scale parameters from data using 1st and 2nd moments. freeze(*args, **kwds) Freeze the distribution for the given arguments. interval(alpha, *args, **kwds) Confidence interval with equal areas around the median. isf(q, *args, **kwds) Inverse survival function (inverse of sf) at q of the given RV. logcdf(x, *args, **kwds) Log of the cumulative distribution function at x of the given RV. logpdf(x, *args, **kwds) Log of the probability density function at x of the given RV. logsf(x, *args, **kwds) Log of the survival function of the given RV. mean(*args, **kwds) Mean of the distribution. median(*args, **kwds) Median of the distribution. moment(n, *args, **kwds) n-th order non-central moment of distribution. nnlf(theta, x) Negative loglikelihood function. pdf(x, *args, **kwds) Probability density function at x of the given RV. ppf(q, *args, **kwds) Percent point function (inverse of cdf) at q of the given RV. rvs(*args, **kwds) Random variates of given type. sf(x, *args, **kwds) Survival function (1 - cdf) at x of the given RV. stats(*args, **kwds) Some statistics of the given RV. std(*args, **kwds) Standard deviation of the distribution. support(*args, **kwargs) Support of the distribution. var(*args, **kwds) Variance of the distribution.

Properties

 random_state Get or set the generator object for generating random variates.