statsmodels.robust.scale.Huber
class statsmodels.robust.scale.Huber(c=1.5, tol=1e-08, maxiter=30, norm=None) [source]
Huber?s proposal 2 for estimating location and scale jointly. Parameters:
c : float, optional Threshold used in threshold for chi=psi**2. Default value is 1.5. tol : float, optional Tolerance for convergence. Default value is 1e-08. maxiter : int, optional0 Maximum number of iterations. Default value is 30. norm : statsmodels.robust.norms.RobustNorm, optional A robust