NegativeBinomial.deviance()

statsmodels.genmod.families.family.NegativeBinomial.deviance

NegativeBinomial.deviance(endog, mu, freq_weights=1.0, scale=1.0) [source]

Returns the value of the deviance function.

Parameters:

endog : array-like

Endogenous response variable

mu : array-like

Fitted mean response variable

freq_weights : array-like

1d array of frequency weights. The default is 1.

scale : float, optional

An optional scale argument. The default is 1.

Returns:

deviance : float

Deviance function as defined below

Notes

D = \sum_i piecewise_i where piecewise_i is defined as:

If Y_{i} = 0:

piecewise_i = 2* \log(1 + \alpha * \mu_i) / \alpha

If Y_{i} > 0:

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.genmod.families.family.NegativeBinomial.deviance.html

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