GAMLSSPrediction

Result of GAMLSS.predict().

Usage

Source

GAMLSSPrediction(
    values,
    linear_predictors,
    se=None,
)

Holds, for every distributional parameter in the fitted GAMLSSFamily, the predicted value on the response scale (values), the corresponding linear predictor (linear_predictors), and optionally the standard error of that linear predictor (se). Because a GAMLSS estimates several parameters at once (for example mu and sigma of a location-scale family), the results are keyed by parameter name rather than returned as a single array.

Attributes

values: dict[str, NDArray]

Dict mapping parameter names to predicted values on the response scale, i.e. theta = g^{-1}(eta) for each parameter’s link function g.

linear_predictors: dict[str, NDArray]

Dict mapping parameter names to predicted linear predictors eta = X @ beta (plus any offset).

se: dict[str, NDArray] | None

Dict mapping parameter names to standard errors on the linear predictor scale, or None if se=False was passed to predict().