statsmodels.gam.generalized_additive_model.GLMGam.estimate_tweedie_power¶
- 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
- 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