# 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`(confidence, *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`(order, *args, **kwds) non-central moment of distribution of specified order. `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.

Last update: Dec 14, 2023