statsmodels.genmod.families.family.Tweedie

class statsmodels.genmod.families.family.Tweedie(link=None, var_power=1.0)[source]

Tweedie family.

Parameters:
  • link (a link instance, optional) – The default link for the Tweedie family is the log link. Available links are log and Power. See statsmodels.genmod.families.links for more information.
  • var_power (float, optional) – The variance power. The default is 1.

a link instance – The link function of the Tweedie instance

variance

varfunc instance – variance is an instance of statsmodels.genmod.families.varfuncs.Power

var_power

float – The power of the variance function.

See also

statsmodels.genmod.families.family.Family, Link Functions

Notes

Logliklihood function not implemented because of the complexity of calculating an infinite series of summations. The variance power can be estimated using the estimate_tweedie_power function that is part of the statsmodels.genmod.generalized_linear_model.GLM class.

Methods

deviance(endog, mu[, var_weights, …]) The deviance function evaluated at (endog, mu, var_weights, freq_weights, scale) for the distribution.
fitted(lin_pred) Fitted values based on linear predictors lin_pred.
loglike(endog, mu[, var_weights, …]) The log-likelihood function in terms of the fitted mean response.
loglike_obs(endog, mu[, var_weights, scale]) The log-likelihood function for each observation in terms of the fitted mean response for the Tweedie distribution.
predict(mu) Linear predictors based on given mu values.
resid_anscombe(endog, mu[, var_weights, scale]) The Anscombe residuals
resid_dev(endog, mu[, var_weights, scale]) The deviance residuals
starting_mu(y) Starting value for mu in the IRLS algorithm.
weights(mu) Weights for IRLS steps