statsmodels.robust.norms.RamsayE
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class statsmodels.robust.norms.RamsayE(a=0.3)
[source] -
Ramsay?s Ea for M estimation.
Parameters: a : float, optional
The tuning constant for Ramsay?s Ea function. The default value is 0.3.
See also
Methods
psi
(z)The psi function for Ramsay?s Ea estimator psi_deriv
(z)The derivative of Ramsay?s Ea psi function. rho
(z)The robust criterion function for Ramsay?s Ea. weights
(z)Ramsay?s Ea weighting function for the IRLS algorithm
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