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Vansh Verma
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invgaussmean

confirmedupstream bugPython · pyGAMSystems & data structuresJuly 25, 2026

the question

Does pyGAM's InvGaussDist.log_pdf compute an inverse-Gaussian density with the fitted mean mu?

what came out

pyGAM's InvGaussDist.log_pdf passes mu straight into scipy's invgauss shape argument with scale=1/gamma=phi, giving a density with mean mu*phi rather than mu. Off dispersion one the log-likelihood and AIC are wrong by hundreds of nats (loglik -1490.70 vs -1091.32). The sibling GammaDist.log_pdf is correct.

method & receipts

  • Result: confirmed
  • Reproducible — one script re-runs the whole thing from scratch.
  • Tested — a correctness/benchmark suite ships alongside the code.

→ read the code and re-run it

github.com/v-code01/invgaussmean