Gaussian#

class superglm.Gaussian#

Bases: object

Gaussian distribution. V(mu) = 1.

variance(
mu: NDArray,
) → NDArray#

V(μ) = 1.

variance_derivative(
mu: NDArray,
) → NDArray#

V’(μ) = 0.

variance_second_derivative(
mu: NDArray,
) → NDArray#

V’’(μ) = 0. Wood (2011) Appendix D.

deviance_unit(
y: NDArray,
mu: NDArray,
) → NDArray#

Gaussian unit deviance: (y - μ)^2.

log_likelihood(
y: NDArray,
mu: NDArray,
weights: NDArray,
phi: float = 1.0,
) → float#

Gaussian log-likelihood with dispersion φ = σ².