Login Register

HuberT.psi()

statsmodels.robust.norms.HuberT.psi

HuberT.psi(z) [source]

The psi function for Huber?s t estimator

The analytic derivative of rho

Parameters:

z : array-like

1d array

Returns:

psi : array

psi(z) = z for |z| <= t

psi(z) = sign(z)*t for |z| > t

Links:

http://statsmodels.sourceforge.net/stable/generated/statsmodels.robust.norms.HuberT.psi.html

doc_statsmodels

2017-01-18 16:10:23

Comments

Leave a Comment

Please login to continue.

Popular Articles

HuberT.psi_deriv() statsmodels.robust.norms.HuberT.psi_deriv HuberT.psi_deriv(z) [source] The derivative of Huber?s t psi function Notes Used to estimate the robust

HuberT.rho() statsmodels.robust.norms.HuberT.rho HuberT.rho(z) [source] The robust criterion function for Huber?s t. Parameters: z : array-like 1d array Re

LeastSquares.psi() statsmodels.robust.norms.LeastSquares.psi LeastSquares.psi(z) [source] The psi function for the least squares estimator The analytic derivative of

RamsayE.psi() statsmodels.robust.norms.RamsayE.psi RamsayE.psi(z) [source] The psi function for Ramsay?s Ea estimator The analytic derivative of rho Parameters:

HuberT.weights() statsmodels.robust.norms.HuberT.weights HuberT.weights(z) [source] Huber?s t weighting function for the IRLS algorithm The psi function scaled by