statsmodels.genmod.families.family.Tweedie.loglike

Tweedie.loglike(endog, mu, freq_weights=1.0, scale=1.0)

The log-likelihood function in terms of the fitted mean response.

Parameters:

endog : array-like

Endogenous response variable

mu : array-like

The fitted mean response values

freq_weights : array-like

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

scale : float

The scale parameter. The default is 1.

Returns:

llf : float

The value of the loglikelihood function evaluated at (endog,mu,freq_weights,scale) as defined below.

Notes

This is not implemented because of the complexity of calculating an infinite series of sums.