statsmodels.genmod.families.family.InverseGaussian¶
- class statsmodels.genmod.families.family.InverseGaussian(link=None)[source]¶
InverseGaussian exponential family.
- Parameters:
- link
a
link
instance
,optional
The default link for the inverse Gaussian family is the inverse squared link. Available links are inverse_squared, inverse, log, and identity. See statsmodels.genmod.families.links for more information.
- link
See also
statsmodels.genmod.families.family.Family
Parent class for all links.
- Link Functions
Further details on links.
Notes
The inverse Gaussian distribution is sometimes referred to in the literature as the Wald distribution.
- Attributes:
- InverseGaussian.link
a
link
instance
The link function of the inverse Gaussian instance
- InverseGaussian.variance
varfunc
instance
variance
is an instance of statsmodels.genmod.families.varfuncs.mu_cubed
- InverseGaussian.link
Methods
Methods
deviance
(endog, mu[, var_weights, ...])The deviance function evaluated at (endog, mu, var_weights, freq_weights, scale) for the distribution.
fitted
(lin_pred)Fitted values based on linear predictors lin_pred.
get_distribution
(mu, scale[, var_weights])Frozen Inverse Gaussian distribution instance for given parameters
loglike
(endog, mu[, var_weights, ...])The log-likelihood function in terms of the fitted mean response.
loglike_obs
(endog, mu[, var_weights, scale])The log-likelihood function for each observation in terms of the fitted mean response for the Inverse Gaussian distribution.
predict
(mu)Linear predictors based on given mu values.
resid_anscombe
(endog, mu[, var_weights, scale])The Anscombe residuals
resid_dev
(endog, mu[, var_weights, scale])The deviance residuals
starting_mu
(y)Starting value for mu in the IRLS algorithm.
weights
(mu)Weights for IRLS steps
Properties
Link function for family