ENH: Fix numerical issues in links and families. #2028

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merged 6 commits into from Oct 6, 2014

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@jseabold
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jseabold commented Oct 6, 2014

Closes #2024.

@jseabold jseabold added this to the 0.6 milestone Oct 6, 2014
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Coverage increased (+0.0%) when pulling 4e99fea on jseabold:invlogit-stable into cfebe9a on statsmodels:master.

@jseabold jseabold merged commit 850e0e4 into statsmodels:master Oct 6, 2014

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@brentp brentp commented on the diff Oct 9, 2014
statsmodels/genmod/families/links.py
@@ -208,13 +204,13 @@ def inverse_deriv(self, z):
"""
t = np.exp(z)
- return t/(1+t)**2
+ return t/(1 + t)**2
@brentp
brentp Oct 9, 2014

Should this use t = np.exp(-z) andreturn 1 / (1 + t)**2` ?

@jseabold jseabold deleted the jseabold:invlogit-stable branch Oct 21, 2014
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