statsmodels.genmod.families.links.CDFLink

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

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

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