statsmodels.genmod.generalized_linear_model.GLM.get_distribution

GLM.get_distribution(params, scale=1, exog=None, exposure=None, offset=None)[source]

Returns a random number generator for the predictive distribution.

Parameters:
  • params (array-like) – The model parameters.
  • scale (scalar) – The scale parameter.
  • exog (array-like) – The predictor variable matrix.
Returns:

Frozen random number generator object. Use the rvs method to generate random values.
Return type:

gen

Notes

Due to the behavior of scipy.stats.distributions objects, the returned random number generator must be called with gen.rvs(n) where n is the number of observations in the data set used to fit the model. If any other value is used for n, misleading results will be produced.