[SciPy-dev] GLMs ?
Sat Aug 15 02:00:35 CDT 2009
On 14-Aug-09, at 7:29 PM, email@example.com wrote:
>> FYI, I need to fit Tweedie distributions to precipitation series. I
>> have already coded the distributions in the scipy standard, and now I
>> need to estimate the parameters...
>> Thanks again
As I understand it, the Tweedie distributions are a further
generalization of the exponential family. Are you saying that your
parametric assumption is that they are Tweedie but not any of the
standard ones like Gaussian, Poisson, Gamma?
> Are you trying to estimate parameters of the distribution themselves,
> or parameters of the distribution as function of some explanatory
> variables? In the first case, GLM won't be of much help.
Is it that you have samples of a (nonstandard) Tweedie random variable
that you want to regress on explanatory variables?
You can probably do it by gradient descent but I don't foresee it
being pretty and probably not even convex. Either way, a GLM package
probably won't help.
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