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
a link instance – The link function of the inverse Gaussian instance
variance
varfunc instance – variance
is an instance of statsmodels.genmod.families.varfuncs.mu_cubed
The inverse Guassian distribution is sometimes referred to in the literature as the Wald distribution.
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. |
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 |
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.genmod.families.family.InverseGaussian.html