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scikits.statsmodels.genmod.families.family.Gamma.deviance

Gamma.deviance(Y, mu, scale=1.0)[source]

Gamma deviance function

Parameters :

Y : array-like

Endogenous response variable

mu : array-like

Fitted mean response variable

scale : float, optional

An optional scale argument

Returns :

deviance : float

Deviance function as defined below

Notes

deviance = 2*sum((Y - mu)/mu - log(Y/mu))

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