statsmodels.genmod.families.links.CDFLink

class statsmodels.genmod.families.links.CDFLink(dbn=<scipy.stats._continuous_distns.norm_gen object>)

The use the CDF of a scipy.stats distribution

CDFLink is a subclass of logit in order to use its _clean method for the link and its derivative.

Parameters

dbnscipy.stats distribution

Default is dbn=scipy.stats.norm

Notes

The CDF link is untested.

Methods

__call__(p)	CDF link function
deriv(p)	Derivative of CDF link
deriv2(p)	Second derivative of the link function g’’(p)
inverse(z)	The inverse of the CDF link
inverse_deriv(z)	Derivative of the inverse of the CDF transformation link function
inverse_deriv2(z)	Second derivative of the inverse link function g^(-1)(z).

Methods

deriv(p)	Derivative of CDF link
deriv2(p)	Second derivative of the link function g’’(p)
inverse(z)	The inverse of the CDF link
inverse_deriv(z)	Derivative of the inverse of the CDF transformation link function
inverse_deriv2(z)	Second derivative of the inverse link function g^(-1)(z).