dswah / pyGAM

[HELP REQUESTED] Generalized Additive Models in Python

Home Page:https://pygam.readthedocs.io

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Customizable GAM - missing functionalities that exist in mgcv

maayanamid opened this issue · comments

In R, it is possible to create a distribution family and define multiple custom functions:
https://stat.ethz.ch/R-manual/R-devel/library/stats/html/family.html
I want to implement a conditional poisson distribution using pygam, but from what I understand from the docs I can only chose one of the given distributions, a custom log function and the given constraints. Is there a way to reach the full functionality of a custom distribution function, which would include: linkfun, d2link, d3link, d4link, linkinv, variance, dvar, d2var, d3var, dev.resids, aic, mu.eta?
Thanks!