statsmodels.gam.generalized_additive_model.GLMGam.estimate_tweedie_power¶

GLMGam.estimate_tweedie_power(mu, method='brentq', low=1.01, high=5.0)¶

Tweedie specific function to estimate scale and the variance parameter. The variance parameter is also referred to as p, xi, or shape.

Parameters:¶

mu : array_like¶

Fitted mean response variable

method : str, defaults to 'brentq'¶

Scipy optimizer used to solve the Pearson equation. Only brentq currently supported.

low : float, optional¶

Low end of the bracketing interval [a,b] to be used in the search for the power. Defaults to 1.01.

high : float, optional¶

High end of the bracketing interval [a,b] to be used in the search for the power. Defaults to 5.

Returns:¶

power – The estimated shape or power.

Return type:¶

float