statsmodels.genmod.families.family.InverseGaussian.deviance

InverseGaussian.deviance(endog, mu, scale=1.0)[source]

Inverse Gaussian deviance function

Parameters:

endog : array-like

Endogenous response variable

mu : array-like

Fitted mean response variable

scale : float, optional

An optional scale argument

Returns:

deviance : float

Deviance function as defined below

Notes

deviance = sum((endog=mu)**2/(endog*mu**2))