Login Register

TrimmedMean.weights()

statsmodels.robust.norms.TrimmedMean.weights

TrimmedMean.weights(z) [source]

Least trimmed mean weighting function for the IRLS algorithm

The psi function scaled by z

Parameters:

z : array-like

1d array

Returns:

weights : array

weights(z) = 1 for |z| <= c

weights(z) = 0 for |z| > c

Links:

http://statsmodels.sourceforge.net/stable/generated/statsmodels.robust.norms.TrimmedMean.weights.html

doc_statsmodels

2017-01-18 16:20:46

Comments

Leave a Comment

Please login to continue.

Popular Articles

TrimmedMean.rho() statsmodels.robust.norms.TrimmedMean.rho TrimmedMean.rho(z) [source] The robust criterion function for least trimmed mean. Parameters: z : array-

TrimmedMean.psi() statsmodels.robust.norms.TrimmedMean.psi TrimmedMean.psi(z) [source] The psi function for least trimmed mean The analytic derivative of rho Parame

TrimmedMean.psi_deriv() statsmodels.robust.norms.TrimmedMean.psi_deriv TrimmedMean.psi_deriv(z) [source] The derivative of least trimmed mean psi function Notes Used to e

Weight Provides a form element for input of a weight. Weights are integers used to indicate ordering, with larger numbers later in the order. Properties: #

robust.norms.TrimmedMean() statsmodels.robust.norms.TrimmedMean class statsmodels.robust.norms.TrimmedMean(c=2.0) [source] Trimmed mean function for M-estimation. Parameters