Poisson.deviance()

statsmodels.genmod.families.family.Poisson.deviance

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

Poisson deviance function

Parameters:

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 The deviance function at (endog,mu,freq_weights,scale) as defined below.

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

The deviance function at (endog,mu,freq_weights,scale) as defined below.

If a constant term is included it is defined as

$D = 2 * \sum_i (freq\_weights_i * Y_i * \log(Y_i / \mu_i))/ scale$

© 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.Poisson.deviance.html