statsmodels.robust.norms.LeastSquares

class statsmodels.robust.norms.LeastSquares[source]

Least squares rho for M-estimation and its derived functions.

Methods

__call__(z)

Returns the value of estimator rho applied to an input

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 least squares estimator rho function

weights(z)

The least squares estimator weighting function for the IRLS algorithm.

Properties

continuous

redescending


Last update: Jul 16, 2024