scikits.statsmodels.family.family.Family.deviance

Family.deviance(Y, mu, scale=1.0)

Deviance of (Y,mu) pair.

Deviance is usually defined as twice the loglikelihood ratio.

Parameters:

Y : array-like

The endogenous response variable

mu : array-like

The inverse of the link function at the linear predicted values.

scale : float, optional

An optional scale argument.

Returns:

DEV : array

The value of deviance function defined below.

Notes

The deviance functions are analytically defined for each family.

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