statsmodels.genmod.families.family.InverseGaussian.loglike
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InverseGaussian.loglike(endog, mu, scale=1.0)
[source] -
Loglikelihood function for inverse Gaussian distribution.
Parameters: endog : array-like
Endogenous response variable
mu : array-like
Fitted mean response variable
scale : float, optional
The default is 1.
Returns: llf : float
The value of the loglikelihood function evaluated at (endog,mu,scale) as defined below.
Notes
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llf = -(1/2.)*sum((endog-mu)**2/(endog*mu**2*scale)
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- log(scale*endog**3) + log(2*pi))
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