Gamma

class superglm.Gamma

Bases: object

Gamma distribution. V(mu) = mu^2.

variance(

mu: NDArray,

) → NDArray

V(μ) = μ².

variance_derivative(

mu: NDArray,

) → NDArray

V’(μ) = 2μ.

variance_second_derivative(

mu: NDArray,

) → NDArray

V’’(μ) = 2. Wood (2011) Appendix D.

deviance_unit(

y: NDArray,

mu: NDArray,

) → NDArray

Unit deviance: 2[-log(y/μ) + (y - μ)/μ].

log_likelihood(

y: NDArray,

mu: NDArray,

weights: NDArray,

phi: float = 1.0,

) → float

Gamma log-likelihood. Shape k = 1/φ.