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statsmodels.genmod.families.links.CDFLink¶

class statsmodels.genmod.families.links.CDFLink(dbn=<scipy.stats._continuous_distns.norm_gen object>)[source]¶

The use the CDF of a scipy.stats distribution

CDFLink is a subclass of logit in order to use its _clean method for the link and its derivative.

Parameters:

dbn : scipy.stats distribution

Default is dbn=scipy.stats.norm

Notes

The CDF link is untested.

Methods

__call__(p) CDF link function
deriv(p) Derivative of CDF link
deriv2(p) Second derivative of the link function g’’(p)
inverse(z) The inverse of the CDF link
inverse_deriv(z) Derivative of the inverse of the CDF transformation link function
inverse_deriv2(z) Second derivative of the inverse link function g^(-1)(z).

Methods

deriv(p) Derivative of CDF link
deriv2(p) Second derivative of the link function g’’(p)
inverse(z) The inverse of the CDF link
inverse_deriv(z) Derivative of the inverse of the CDF transformation link function
inverse_deriv2(z) Second derivative of the inverse link function g^(-1)(z).

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