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statsmodels.genmod.families.links.probit¶

class statsmodels.genmod.families.links.probit(dbn=<scipy.stats._continuous_distns.norm_gen object>)[source]¶

The probit (standard normal CDF) transform

Notes

g(p) = scipy.stats.norm.ppf(p)

probit is an alias of CDFLink.

Methods

__call__(p)

CDF link function

deriv(p)

Derivative of CDF link

deriv2(p)

Second derivative of the link function g’‘(p)

inverse(z)

The inverse of the CDF link

inverse_deriv(z)

Derivative of the inverse of the CDF transformation link function

inverse_deriv2(z)

Second derivative of the inverse link function g^(-1)(z).

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© Copyright 2009-2018, Josef Perktold, Skipper Seabold, Jonathan Taylor, statsmodels-developers. Created using Sphinx 2.1.2.