statsmodels.robust.norms.Hampel

class statsmodels.robust.norms.Hampel(a=2.0, b=4.0, c=8.0)

Hampel function for M-estimation

Parameters:

a, b, cfloat, optional

The tuning constants for Hampel’s function. The default values are a, b, c = 2, 4, 8.

Methods

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

max_rho

See also

statsmodels.robust.norms.RobustNorm

Methods

max_rho()
psi(z)	The psi function for Hampel's estimator
psi_deriv(z)	Derivative of psi function, second derivative of rho function
rho(z)	The robust criterion function for Hampel's estimator
weights(z)	Hampel weighting function for the IRLS algorithm

Properties

continuous
redescending