robust.norms.TukeyBiweight()
statsmodels.robust.norms.TukeyBiweight
-
class statsmodels.robust.norms.TukeyBiweight(c=4.685)
[source] -
Tukey’s biweight function for M-estimation.
Parameters: c : float, optional
The tuning constant for Tukey’s Biweight. The default value is c = 4.685.
Notes
Tukey’s biweight is sometime’s called bisquare.
Methods
__call__
(z)Returns the value of estimator rho applied to an input psi
(z)The psi function for Tukey’s biweight estimator psi_deriv
(z)The derivative of Tukey’s biweight psi function rho
(z)The robust criterion function for Tukey’s biweight estimator weights
(z)Tukey’s biweight weighting function for the IRLS algorithm Methods
psi
(z)The psi function for Tukey’s biweight estimator psi_deriv
(z)The derivative of Tukey’s biweight psi function rho
(z)The robust criterion function for Tukey’s biweight estimator weights
(z)Tukey’s biweight 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.TukeyBiweight.html