robust.norms.RamsayE()
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
__call__
(z)Returns the value of estimator rho applied to an input 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 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
© 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.RamsayE.html