NegativeBinomial.deviance()

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

Returns the value of the deviance function.

Parameters:

Parameters:	endog : array-like Endogenous response variable mu : array-like Fitted mean response variable scale : float, optional An optional scale argument
Returns:	deviance : float Deviance function as defined below

endog : array-like

Endogenous response variable

mu : array-like

Fitted mean response variable

scale : float, optional

An optional scale argument

Returns:

deviance : float

Deviance function as defined below

deviance = sum(piecewise)

where piecewise is defined as

If $Y_{i} == 0$ :

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

If $Y_{i} > 0$ :

$piecewise_i = math2 Y \log(Y/\mu)-2/\alpha(1+\alpha Y) * \log((1+\alpha Y)/(1+\alpha\mu))$

Links:

doc_statsmodels

2017-01-18 16:12:38

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