statsmodels.sandbox.distributions.transformed.TransfTwo_gen

class statsmodels.sandbox.distributions.transformed.TransfTwo_gen(kls, func, funcinvplus, funcinvminus, derivplus, derivminus, *args, **kwargs)[source]

Distribution based on a non-monotonic (u- or hump-shaped transformation)

the constructor can be called with a distribution class, and functions that define the non-linear transformation. and generates the distribution of the transformed random variable

Note: the transformation, it’s inverse and derivatives need to be fully specified: func, funcinvplus, funcinvminus, derivplus, derivminus. Currently no numerical derivatives or inverse are calculated

This can be used to generate distribution instances similar to the distributions in scipy.stats.

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.