statsmodels.robust.norms.TrimmedMean
-
class statsmodels.robust.norms.TrimmedMean(c=2.0)
[source] -
Trimmed mean function for M-estimation.
Parameters: c : float, optional
The tuning constant for Ramsay?s Ea function. The default value is 2.0.
See also
Methods
psi
(z)The psi function for least trimmed mean psi_deriv
(z)The derivative of least trimmed mean psi function rho
(z)The robust criterion function for least trimmed mean. weights
(z)Least trimmed mean weighting function for the IRLS algorithm
Please login to continue.