# statsmodels.robust.norms.LeastSquares¶

class statsmodels.robust.norms.LeastSquares[source]

Least squares rho for M-estimation and its derived functions.

Methods

 psi(z) The psi function for the least squares estimator psi_deriv(z) The derivative of the least squares psi function. rho(z) The least squares estimator rho function weights(z) The least squares estimator weighting function for the IRLS algorithm.