Login Register

RobustNorm.psi()

statsmodels.robust.norms.RobustNorm.psi

RobustNorm.psi(z) [source]

Derivative of rho. Sometimes referred to as the influence function.

Abstract method:

psi = rho?

Links:

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

doc_statsmodels

2017-01-18 16:15:22

Comments

Leave a Comment

Please login to continue.

Popular Articles

RobustNorm.psi_deriv() statsmodels.robust.norms.RobustNorm.psi_deriv RobustNorm.psi_deriv(z) [source] Deriative of psi. Used to obtain robust covariance matrix. See stat

RobustNorm.weights() statsmodels.robust.norms.RobustNorm.weights RobustNorm.weights(z) [source] Returns the value of psi(z) / z Abstract method: psi(z) / z

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:

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

RobustNorm.rho() statsmodels.robust.norms.RobustNorm.rho RobustNorm.rho(z) [source] The robust criterion estimator function. Abstract method: -2 loglike used in M-