statsmodels.genmod.families.family.InverseGaussian¶
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class
statsmodels.genmod.families.family.InverseGaussian(link=<class 'statsmodels.genmod.families.links.inverse_squared'>)[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.family.links for more information.
Notes
The inverse Guassian 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.family.varfuncs.mu_cubed Methods
deviance(endog, mu[, scale])Inverse Gaussian deviance function fitted(lin_pred)Fitted values based on linear predictors lin_pred. loglike(endog, mu[, scale])Loglikelihood function for inverse Gaussian distribution. predict(mu)Linear predictors based on given mu values. resid_anscombe(endog, mu)The Anscombe residuals for the inverse Gaussian distribution resid_dev(endog, mu[, scale])Returns the deviance residuals for the inverse Gaussian family. starting_mu(y)Starting value for mu in the IRLS algorithm. weights(mu)Weights for IRLS steps