statsmodels.genmod.generalized_linear_model.GLM.get_distribution

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

Return a random number generator for the predictive distribution.

Parameters

paramsarray_like

The model parameters.

scalescalar

The scale parameter.

exogarray_like

The predictor variable matrix.

Returns

gen

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

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.