statsmodels.robust.norms.AndrewWave

class statsmodels.robust.norms.AndrewWave(a=1.339)

Andrew’s wave for M estimation

Parameters:

afloat, optional

The tuning constant for Andrew’s Wave function. The default value is 1.339.

Methods

__call__(z)	Return the value of estimator rho applied to an input
psi(z)	The psi function for Andrew's wave
psi_deriv(z)	The derivative of Andrew's wave psi function
rho(z)	The robust criterion function for Andrew's wave
weights(z)	Andrew's wave weighting function for the IRLS algorithm

max_rho

See also

statsmodels.robust.norms.RobustNorm

Methods

max_rho()
psi(z)	The psi function for Andrew's wave
psi_deriv(z)	The derivative of Andrew's wave psi function
rho(z)	The robust criterion function for Andrew's wave
weights(z)	Andrew's wave weighting function for the IRLS algorithm

Properties

continuous
redescending