statsmodels.robust.norms.AndrewWave
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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.
See also
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
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