statsmodels.robust.norms.HuberT¶
-
class statsmodels.robust.norms.HuberT(t=
1.345
)[source]¶ Huber’s T for M estimation.
- Parameters:¶
- t
float
,optional
The tuning constant for Huber’s t function. The default value is 1.345.
- t
Methods
__call__
(z)Returns the value of estimator rho applied to an input
See also
Methods
max_rho
()psi
(z)The psi function for Huber's t estimator
psi_deriv
(z)The derivative of Huber's t psi function
rho
(z)The robust criterion function for Huber's t.
weights
(z)Huber's t weighting function for the IRLS algorithm
Properties
Last update:
Nov 12, 2024