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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.

Methods

cdf(x, *args, **kwds) Cumulative distribution function at x of the given RV.
entropy(*args, **kwds) Differential entropy of the RV.
est_loc_scale(data, *args)
fit(data, *args, **kwds)
freeze(*args, **kwds)
isf(q, *args, **kwds) Inverse survival function at q of the given RV.
moment(n, *args) n’th order non-central moment of distribution
nnlf(theta, x)
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

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