robust.norms.LeastSquares

statsmodels.robust.norms.LeastSquares

class statsmodels.robust.norms.LeastSquares [source]

Least squares rho for M-estimation and its derived functions.

See also

statsmodels.robust.norms.RobustNorm

Methods

psi(z)	The psi function for the least squares estimator
psi_deriv(z)	The derivative of the least squares psi function.
rho(z)	The least squares estimator rho function
weights(z)	The least squares estimator weighting function for the IRLS algorithm.