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statsmodels.genmod.families.links.probit¶

class statsmodels.genmod.families.links.probit(dbn=<scipy.stats._continuous_distns.norm_gen object>)[source]¶

The probit (standard normal CDF) transform

Notes

g(p) = scipy.stats.norm.ppf(p)

probit is an alias of CDFLink.

Methods

__call__(p) CDF link function
deriv(p) Derivative of CDF link
deriv2(p) Second derivative of the link function g’’(p)
inverse(z) The inverse of the CDF link
inverse_deriv(z) Derivative of the inverse of the CDF transformation link function
inverse_deriv2(z) Second derivative of the inverse link function g^(-1)(z).

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