statsmodels.genmod.families.family.NegativeBinomial.deviance¶
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NegativeBinomial.
deviance
(endog, mu, freq_weights=1.0, scale=1.0)[source]¶ Returns the value of the deviance function.
Parameters: endog : array-like
Endogenous response variable
mu : array-like
Fitted mean response variable
freq_weights : array-like
1d array of frequency weights. The default is 1.
scale : float, optional
An optional scale argument. The default is 1.
Returns: deviance : float
Deviance function as defined below
Notes
\(D = \sum_i piecewise_i\) where \(piecewise_i\) is defined as:
If \(Y_{i} = 0\):
\(piecewise_i = 2* \log(1 + \alpha * \mu_i) / \alpha\)
If \(Y_{i} > 0\):