statsmodels.genmod.generalized_linear_model.GLM.estimate_tweedie_power¶
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GLM.estimate_tweedie_power(mu, method='brentq', low=1.01, high=5.0)[source]¶ 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
- method
str,defaultsto‘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.
- power