6.3.10. statsmodels.sandbox.distributions.otherdist

Parametric Mixture Distributions

Created on Sat Jun 04 2011

Author: Josef Perktold

Notes:

Compound Poisson has mass point at zero http://en.wikipedia.org/wiki/Compound_Poisson_distribution and would need special treatment

need a distribution that has discrete mass points and contiuous range, e.g. compound Poisson, Tweedie (for some parameter range), pdf of Tobit model (?) - truncation with clipping

Question: Metaclasses and class factories for generating new distributions from existing distributions by transformation, mixing, compounding

6.3.10.1. Classes

ClippedContinuous(base_dist, clip_lower)	clipped continuous distribution with a masspoint at clip_lower
ParametricMixtureD(mixing_dist, base_dist, ...)	mixtures with a discrete distribution