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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:
dbnscipy.stats distribution

Default is dbn=scipy.stats.norm

Notes

The CDF link is untested.

Methods

__call__(p)

CDF link function

Methods

deriv(p)

Derivative of CDF link

deriv2(p)

Second derivative of the link function g''(p)

deriv2_numdiff(p)

Second derivative of the link function g''(p)

inverse(z)

The inverse of the CDF link

inverse_deriv(z)

Derivative of the inverse link function

inverse_deriv2(z)

Second derivative of the inverse link function g^(-1)(z).

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