robust.norms.AndrewWave()

statsmodels.robust.norms.AndrewWave

class statsmodels.robust.norms.AndrewWave(a=1.339) [source]

Andrew?s wave for M estimation.

Parameters:

a : float, optional

The tuning constant for Andrew?s Wave function. The default value is 1.339.

Methods

psi(z) The psi function for Andrew?s wave
psi_deriv(z) The derivative of Andrew?s wave psi function
rho(z) The robust criterion function for Andrew?s wave.
weights(z) Andrew?s wave weighting function for the IRLS algorithm
doc_statsmodels
2017-01-18 16:15:15
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