statsmodels.gam.generalized_additive_model.GLMGam.estimate_tweedie_power¶

method

GLMGam.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

muarray-like: Fitted mean response variable
methodstr, defaults to ‘brentq’: Scipy optimizer used to solve the Pearson equation. Only brentq currently supported.
lowfloat, optional: Low end of the bracketing interval [a,b] to be used in the search for the power. Defaults to 1.01.
highfloat, optional: High end of the bracketing interval [a,b] to be used in the search for the power. Defaults to 5.

Returns