robust.norms.Hampel()
statsmodels.robust.norms.Hampel
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class statsmodels.robust.norms.Hampel(a=2.0, b=4.0, c=8.0)
[source] -
Hampel function for M-estimation.
Parameters: a : float, optional
b : float, optional
c : float, optional
The tuning constants for Hampel’s function. The default values are a,b,c = 2, 4, 8.
See also
Methods
__call__
(z)Returns the value of estimator rho applied to an input psi
(z)The psi function for Hampel’s estimator psi_deriv
(z)rho
(z)The robust criterion function for Hampel’s estimator weights
(z)Hampel weighting function for the IRLS algorithm Methods
psi
(z)The psi function for Hampel’s estimator psi_deriv
(z)rho
(z)The robust criterion function for Hampel’s estimator weights
(z)Hampel weighting function for the IRLS algorithm
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.robust.norms.Hampel.html