statsmodels.regression.quantile_regression.QuantReg.get_distribution¶

QuantReg.get_distribution(params, scale, exog=None, dist_class=None)¶

Construct a random number generator for the predictive distribution.

Parameters:¶

params : array_like¶

The model parameters (regression coefficients).

scale : scalar¶

The variance parameter.

exog : array_like¶

The predictor variable matrix.

dist_class : class¶

A random number generator class. Must take ‘loc’ and ‘scale’ as arguments and return a random number generator implementing an rvs method for simulating random values. Defaults to normal.

Returns:¶

Frozen random number generator object with mean and variance determined by the fitted linear model. Use the rvs method to generate random values.

Return type:¶

gen

Notes

Due to the behavior of scipy.stats.distributions objects, the returned random number generator must be called with gen.rvs(n) where n is the number of observations in the data set used to fit the model. If any other value is used for n, misleading results will be produced.