poisson.py 文件源码

def neg_loglikelihood(y, mean, scale, shape, skewness):
        """ Negative loglikelihood function

        Parameters
        ----------
        y : np.ndarray
            univariate time series

        mean : np.ndarray
            array of location parameters for the Poisson distribution

        scale : float
            scale parameter for the Poisson distribution

        shape : float
            tail thickness parameter for the Poisson distribution

        skewness : float
            skewness parameter for the Poisson distribution

        Returns
        ----------
        - Negative loglikelihood of the Poisson family
        """
        return -np.sum(-mean + np.log(mean)*y - sp.gammaln(y + 1))