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.


Get or set the RandomState object for generating random variates.


__call__(*args, **kwds)

Freeze the distribution for the given arguments.

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.

var(*args, **kwds)

Variance of the distribution.