robust.norms.AndrewWave()

statsmodels.robust.norms.AndrewWave

class statsmodels.robust.norms.AndrewWave(a=1.339) [source]

Andrew?s wave for M estimation.

Parameters:	a : float, optional The tuning constant for Andrew?s Wave function. The default value is 1.339.

See also

statsmodels.robust.norms.RobustNorm

Methods

psi(z)	The psi function for Andrew?s wave
psi_deriv(z)	The derivative of Andrew?s wave psi function
rho(z)	The robust criterion function for Andrew?s wave.
weights(z)	Andrew?s wave weighting function for the IRLS algorithm