statsmodels.sandbox.distributions.transformed.Transf_gen¶

class statsmodels.sandbox.distributions.transformed.Transf_gen(kls, func, funcinv, *args, **kwargs)[source]

a class for non-linear monotonic transformation of a continuous random variable

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 MLEs for 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) Return 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) Return the support of the distribution. var(*args, **kwds) Variance of the distribution.

Properties

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