GLM.estimate_tweedie_power()
statsmodels.genmod.generalized_linear_model.GLM.estimate_tweedie_power
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GLM.estimate_tweedie_power(mu, method='brentq', low=1.01, high=5.0)
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Tweedie specific function to estimate scale and the variance parameter. The variance parameter is also referred to as p, xi, or shape.
Parameters: mu : array-like
Fitted mean response variable
method : str, defaults to ‘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
© 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.generalized_linear_model.GLM.estimate_tweedie_power.html