Gompertz distribution

The distribution is described in:

The parameters used here map to the wikipedia article as follows:

mpsci    wikipedia
-----    ---------
c        eta
scale    1/b
mpsci.distributions.gompertz.cdf(x, c, scale)

Cumulative distribution function for the Gompertz distribution.

Note that scale is the reciprocal of the b parameter in the wikipedia article https://en.wikipedia.org/wiki/Gompertz_distribution.

mpsci.distributions.gompertz.entropy(c, scale)

Differential entropy of the Gompertz distribution.

Note that scale is the reciprocal of the b parameter in the wikipedia article https://en.wikipedia.org/wiki/Gompertz_distribution.

mpsci.distributions.gompertz.invcdf(p, c, scale)

Inverse of the CDF for the Gompertz distribution.

Note that scale is the reciprocal of the b parameter in the wikipedia article https://en.wikipedia.org/wiki/Gompertz_distribution.

mpsci.distributions.gompertz.invsf(p, c, scale)

Inverse of the survival function for the Gompertz distribution.

Note that scale is the reciprocal of the b parameter in the wikipedia article https://en.wikipedia.org/wiki/Gompertz_distribution.

mpsci.distributions.gompertz.logpdf(x, c, scale)

Logarithm of th probability density function for the Gompertz distribution.

Note that scale is the reciprocal of the b parameter in the wikipedia article https://en.wikipedia.org/wiki/Gompertz_distribution.

mpsci.distributions.gompertz.mean(c, scale)

Mean of the Gompertz distribution.

Note that scale is the reciprocal of the b parameter in the wikipedia article https://en.wikipedia.org/wiki/Gompertz_distribution.

mpsci.distributions.gompertz.mle(x, *, c=None, scale=None)

Maximum likelihood estimate for the Gompertz distribution.

x must be a sequence of numbers.

scale can be an instance of mpsci.distributions.Initial to allow an initial guess to be provided to the numerical solver.

mpsci.distributions.gompertz.nll(x, c, scale)

Negative log-likelihood of a sample for the Gompertz distribution.

x must be a sequence of numbers.

mpsci.distributions.gompertz.pdf(x, c, scale)

Probability density function for the Gompertz distribution.

Note that scale is the reciprocal of the b parameter in the wikipedia article https://en.wikipedia.org/wiki/Gompertz_distribution.

mpsci.distributions.gompertz.sf(x, c, scale)

Survival function for the Gompertz distribution.

Note that scale is the reciprocal of the b parameter in the wikipedia article https://en.wikipedia.org/wiki/Gompertz_distribution.

mpsci.distributions.gompertz.support(c, scale)

Support of the Gompertz distribution.

mpsci.distributions.gompertz.var(c, scale)

Variance of the Gompertz distribution.

Note that scale is the reciprocal of the b parameter in the wikipedia article https://en.wikipedia.org/wiki/Gompertz_distribution.