robust.norms.HuberT()
statsmodels.robust.norms.HuberT
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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.
See also
Methods
__call__
(z)Returns the value of estimator rho applied to an input 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 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
© 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.HuberT.html