statsmodels.robust.norms.LeastSquares#
- class statsmodels.robust.norms.LeastSquares[source]#
Least squares rho for M-estimation and its derived functions
Methods
__call__(z)Return the value of estimator rho applied to an input
psi(z)The psi function for the least squares estimator
psi_deriv(z)The derivative of the least squares psi function
rho(z)The robust criterion function for the least squares estimator
weights(z)The least squares estimator weighting function for the IRLS algorithm
max_rho
See also
Methods
max_rho()psi(z)The psi function for the least squares estimator
psi_deriv(z)The derivative of the least squares psi function
rho(z)The robust criterion function for the least squares estimator
weights(z)The least squares estimator weighting function for the IRLS algorithm
Properties