QuantReg.get_distribution(params, scale, exog=None, dist_class=None)
Returns a random number generator for the predictive distribution.
Parameters: |
|
---|---|
Returns: |
Frozen random number generator object with mean and variance determined by the fitted linear model. Use the |
Return type: |
gen |
Due to the behavior of scipy.stats.distributions objects
, the returned random number generator must be called with gen.rvs(n)
where n
is the number of observations in the data set used to fit the model. If any other value is used for n
, misleading results will be produced.
© 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.regression.quantile_regression.QuantReg.get_distribution.html