statsmodels.robust.norms.AndrewWave

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

Andrew’s wave for M estimation

Parameters:

afloat or array_like, optional

The tuning constant for Andrew’s Wave function. It has to be positive. An array is used element-wise, broadcast with the argument of the methods. The default value is 1.339.

Methods

__call__(z)

Return the value of estimator rho applied to an input

Raises:

TypeError

If a is not a real number or an array of real numbers.

ValueError

If a or any element of a is not positive, or is nan.

See also

statsmodels.robust.norms.RobustNorm

Notes

Changed in version 0.15.1: The tuning constant is validated. Zero, negative and nan values raise a ValueError instead of creating a degenerate norm.

The tuning constant is validated when the norm is created and in _set_tuning_param. Plain attribute assignment after construction, norm.a = value, is not validated.

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