robust.norms.TukeyBiweight()

statsmodels.robust.norms.TukeyBiweight

class statsmodels.robust.norms.TukeyBiweight(c=4.685) [source]

Tukey?s biweight function for M-estimation.

Parameters:	c : float, optional The tuning constant for Tukey?s Biweight. The default value is c = 4.685.

Notes

Tukey?s biweight is sometime?s called bisquare.

Methods

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