robust.norms.HuberT()

statsmodels.robust.norms.HuberT

class statsmodels.robust.norms.HuberT(t=1.345) [source]

Huber?s T for M estimation.

Parameters:	t : float, optional The tuning constant for Huber?s t function. The default value is 1.345.

See also

statsmodels.robust.norms.RobustNorm

Methods

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