robust.norms.RamsayE()

statsmodels.robust.norms.RamsayE

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.

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
doc_statsmodels
2017-01-18 16:15:17
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