Login Register

RamsayE.weights()

statsmodels.robust.norms.RamsayE.weights

RamsayE.weights(z) [source]

Ramsay?s Ea weighting function for the IRLS algorithm

The psi function scaled by z

Parameters:

z : array-like

1d array

Returns:

weights : array

weights(z) = exp(-a*|z|)

Links:

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

doc_statsmodels

2017-01-18 16:14:44

Comments

Leave a Comment

Please login to continue.

Popular Articles

RamsayE.rho() statsmodels.robust.norms.RamsayE.rho RamsayE.rho(z) [source] The robust criterion function for Ramsay?s Ea. Parameters: z : array-like 1d array

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:

RamsayE.psi_deriv() statsmodels.robust.norms.RamsayE.psi_deriv RamsayE.psi_deriv(z) [source] The derivative of Ramsay?s Ea psi function. Notes Used to estimate the ro

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.RamsayE() statsmodels.robust.norms.RamsayE class statsmodels.robust.norms.RamsayE(a=0.3) [source] Ramsay?s Ea for M estimation. Parameters: a : float, opti