statsmodels.robust.norms.HuberT
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class statsmodels.robust.norms.HuberT(t=1.345)
[source] -
Huber?s T for M estimation.
Parameters: t : float, optional
The tuning constant for Huber?s t function. The default value is 1.345.
See also
Methods
psi
(z)The psi function for Huber?s t estimator psi_deriv
(z)The derivative of Huber?s t psi function rho
(z)The robust criterion function for Huber?s t. weights
(z)Huber?s t weighting function for the IRLS algorithm
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