sandbox.distributions.extras.NormExpan_gen()

statsmodels.sandbox.distributions.extras.NormExpan_gen

class statsmodels.sandbox.distributions.extras.NormExpan_gen(args, **kwds) [source]

Gram-Charlier Expansion of Normal distribution

class follows scipy.stats.distributions pattern but with __init__

Methods

cdf(x, *args, **kwds) Cumulative distribution function of the given RV.
entropy(*args, **kwds) Differential entropy of the RV.
est_loc_scale(*args, **kwds) est_loc_scale is deprecated!
expect([func, args, loc, scale, lb, ub, ...]) Calculate expected value of a function with respect to the distribution.
fit(data, *args, **kwds) Return MLEs for shape, location, and scale parameters from data.
fit_loc_scale(data, *args) Estimate loc and scale parameters from data using 1st and 2nd moments.
freeze(*args, **kwds) Freeze the distribution for the given arguments.
interval(alpha, *args, **kwds) Confidence interval with equal areas around the median.
isf(q, *args, **kwds) Inverse survival function at q of the given RV.
logcdf(x, *args, **kwds) Log of the cumulative distribution function at x of the given RV.
logpdf(x, *args, **kwds) Log of the probability density function at x of the given RV.
logsf(x, *args, **kwds) Log of the survival function of the given RV.
mean(*args, **kwds) Mean of the distribution
median(*args, **kwds) Median of the distribution.
moment(n, *args, **kwds) n?th order non-central moment of distribution.
nnlf(theta, x) Return negative loglikelihood function
pdf(x, *args, **kwds) Probability density function at x of the given RV.
ppf(q, *args, **kwds) Percent point function (inverse of cdf) at q of the given RV.
rvs(*args, **kwds) Random variates of given type.
sf(x, *args, **kwds) Survival function (1-cdf) at x of the given RV.
stats(*args, **kwds) Some statistics of the given RV
std(*args, **kwds) Standard deviation of the distribution.
var(*args, **kwds) Variance of the distribution
doc_statsmodels
2017-01-18 16:15:28
Comments
Leave a Comment

Please login to continue.