robust.norms.HuberT()

statsmodels.robust.norms.HuberT

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.

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
doc_statsmodels
2017-01-18 16:15:16
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