Login Register

RobustNorm.rho()

statsmodels.robust.norms.RobustNorm.rho

RobustNorm.rho(z) [source]

The robust criterion estimator function.

Abstract method:

-2 loglike used in M-estimator

Links:

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

doc_statsmodels

2017-01-18 16:15:23

Comments

Leave a Comment

Please login to continue.

Popular Articles

TukeyBiweight.rho() statsmodels.robust.norms.TukeyBiweight.rho TukeyBiweight.rho(z) [source] The robust criterion function for Tukey?s biweight estimator Parameters:

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

LeastSquares.rho() statsmodels.robust.norms.LeastSquares.rho LeastSquares.rho(z) [source] The least squares estimator rho function Parameters: z : array 1d array

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

RobustNorm.psi() statsmodels.robust.norms.RobustNorm.psi RobustNorm.psi(z) [source] Derivative of rho. Sometimes referred to as the influence function. Abstract me