skewt.py 文件源码

def __init__(self, loc=0.0, scale=1.0, df=8.0, gamma=1.0, transform=None, **kwargs):
        """
        Parameters
        ----------
        loc : float
            Location parameter for the Skew t distribution

        scale : float
            Scale parameter for the Skew t distribution

        df : float
            Degrees of freedom parameter for the Skew t distribution

        gamma : float
            Skewness parameter (1.0 is skewed; under 1.0, -ve skewed; over 1.0, +ve skewed)

        transform : str
            Whether to apply a transformation to the location variable - e.g. 'exp' or 'logit'
        """
        super(Skewt, self).__init__(transform)
        self.loc0 = loc
        self.scale0 = scale
        self.df0 = df
        self.gamma0 = gamma
        self.covariance_prior = False

        self.gradient_only = kwargs.get('gradient_only', False) # used for GAS t models
        if self.gradient_only is True:
            self.score_function = self.first_order_score
        else:
            self.score_function = self.second_order_score