statsmodels.genmod.families.family.Tweedie¶
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class
statsmodels.genmod.families.family.
Tweedie
(link=None, var_power=1.0)[source]¶ Tweedie family.
Parameters: - link (a link instance, optional) – The default link for the Tweedie family is the log link. Available links are log and Power. See statsmodels.genmod.families.links for more information.
- var_power (float, optional) – The variance power. The default is 1.
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link
¶ The link function of the Tweedie instance
Type: a link instance
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variance
¶ variance
is an instance of statsmodels.genmod.families.varfuncs.PowerType: varfunc instance
Notes
Logliklihood function not implemented because of the complexity of calculating an infinite series of summations. The variance power can be estimated using the
estimate_tweedie_power
function that is part of the statsmodels.genmod.generalized_linear_model.GLM class.Methods
deviance
(endog, mu[, var_weights, …])The deviance function evaluated at (endog, mu, var_weights, freq_weights, scale) for the distribution. fitted
(lin_pred)Fitted values based on linear predictors lin_pred. loglike
(endog, mu[, var_weights, …])The log-likelihood function in terms of the fitted mean response. loglike_obs
(endog, mu[, var_weights, scale])The log-likelihood function for each observation in terms of the fitted mean response for the Tweedie distribution. predict
(mu)Linear predictors based on given mu values. resid_anscombe
(endog, mu[, var_weights, scale])The Anscombe residuals resid_dev
(endog, mu[, var_weights, scale])The deviance residuals starting_mu
(y)Starting value for mu in the IRLS algorithm. weights
(mu)Weights for IRLS steps