statsmodels.robust.norms.TrimmedMean

class statsmodels.robust.norms.TrimmedMean(c=2.0)[source]

Trimmed mean function for M-estimation.

Parameters:
cfloat, optional

The tuning constant for Ramsay’s Ea function. The default value is 2.0.

Methods

__call__(z)

Returns the value of estimator rho applied to an input

Methods

max_rho()

psi(z)

The psi function for least trimmed mean

psi_deriv(z)

The derivative of least trimmed mean psi function

rho(z)

The robust criterion function for least trimmed mean.

weights(z)

Least trimmed mean weighting function for the IRLS algorithm

Properties

continuous

redescending


Last update: Jul 16, 2024