statsmodels.genmod.families.family.Gaussian

class statsmodels.genmod.families.family.Gaussian(link=None) [source]

Gaussian exponential family distribution.

Parameters: link (a link instance, optional) – The default link for the Gaussian family is the identity link. Available links are log, identity, and inverse. See statsmodels.genmod.families.links for more information.

a link instance – The link function of the Gaussian instance

variance

varfunc instancevariance is an instance of statsmodels.genmod.families.varfuncs.constant

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 Gaussian 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

© 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.Gaussian.html