robust.norms.RamsayE()

statsmodels.robust.norms.RamsayE

class statsmodels.robust.norms.RamsayE(a=0.3) [source]

Ramsay?s Ea for M estimation.

Parameters:	a : float, optional The tuning constant for Ramsay?s Ea function. The default value is 0.3.

See also

statsmodels.robust.norms.RobustNorm

Methods

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