statsmodels.sandbox.distributions.transformed.LogTransf_gen

class statsmodels.sandbox.distributions.transformed.LogTransf_gen(kls, *args, **kwargs)

Distribution based on log/exp transformation

the constructor can be called with a distribution class and generates the distribution of the transformed random variable

Attributes

random_state

Get or set the RandomState object for generating random variates.

Methods

__call__(\*args, \*\*kwds)	Freeze the distribution for the given arguments.
cdf(x, \*args, \*\*kwds)	Cumulative distribution function of the given RV.
entropy(\*args, \*\*kwds)	Differential entropy of the RV.
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 (inverse of sf) 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.

Methods

cdf(x, \*args, \*\*kwds)	Cumulative distribution function of the given RV.
entropy(\*args, \*\*kwds)	Differential entropy of the RV.
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 (inverse of sf) 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.

Attributes

random_state

Get or set the RandomState object for generating random variates.