statsmodels.robust.norms.AndrewWave¶
-
class statsmodels.robust.norms.AndrewWave(a=
1.339
)[source]¶ Andrew’s wave for M estimation.
- Parameters:¶
- a
float
,optional
The tuning constant for Andrew’s Wave function. The default value is 1.339.
- a
Methods
__call__
(z)Returns the value of estimator rho applied to an input
See also
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
Last update:
Oct 08, 2024