robust.norms.Hampel()

statsmodels.robust.norms.Hampel

class statsmodels.robust.norms.Hampel(a=2.0, b=4.0, c=8.0) [source]

Hampel function for M-estimation.

Parameters:	a : float, optional b : float, optional c : float, optional The tuning constants for Hampel?s function. The default values are a,b,c = 2, 4, 8.

See also

statsmodels.robust.norms.RobustNorm

Methods

psi(z)	The psi function for Hampel?s estimator
psi_deriv(z)
rho(z)	The robust criterion function for Hampel?s estimator
weights(z)	Hampel weighting function for the IRLS algorithm