statsmodels.genmod.generalized_linear_model.GLM.estimate_tweedie_power

GLM.estimate_tweedie_power(mu, method='brentq', low=1.01, high=5.0)

Tweedie specific function to estimate scale and the variance parameter. The variance parameter is also referred to as p, xi, or shape.

Parameters:

mu : array-like

Fitted mean response variable

method : str, defaults to ‘brentq’

Scipy optimizer used to solve the Pearson equation. Only brentq currently supported.

low : float, optional

Low end of the bracketing interval [a,b] to be used in the search for the power. Defaults to 1.01.

high : float, optional

High end of the bracketing interval [a,b] to be used in the search for the power. Defaults to 5.

Returns:

power : float

The estimated shape or power