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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

Methods

deriv(p)

Derivative of CDF link

deriv2(p)

Second derivative of the link function g''(p)

deriv2_numdiff(p)

Second derivative of the link function g''(p)

inverse(z)

The inverse of the CDF link

inverse_deriv(z)

Derivative of the inverse link function

inverse_deriv2(z)

Second derivative of the inverse link function

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