statsmodels.genmod.families.family.Poisson.deviance¶

Poisson.deviance(endog, mu, freq_weights=1.0, scale=1.0)[source]¶

Poisson deviance function

Parameters:

endog : array-like

Endogenous response variable

mu : array-like

Fitted mean response variable

freq_weights : array-like

1d array of frequency weights. The default is 1.

scale : float, optional

An optional scale argument. The default is 1.

Returns:

deviance : float

The deviance function at (endog,mu,freq_weights,scale) as defined below.

Notes

If a constant term is included it is defined as

$D = 2 * \sum_i (freq\_weights_i * Y_i * \log(Y_i / \mu_i))/ scale$