statsmodels.robust.norms.TukeyBiweight

class statsmodels.robust.norms.TukeyBiweight(c=4.685)

Tukey’s biweight function for M-estimation

Parameters:

cfloat, optional

The tuning constant for Tukey’s Biweight. The default value is c = 4.685.

Methods

__call__(z)	Return the value of estimator rho applied to an input
get_tuning([bp, eff])	Tuning parameter for given breakdown point or efficiency
psi(z)	The psi function for Tukey's biweight estimator
psi_deriv(z)	The derivative of Tukey's biweight psi function
rho(z)	The robust criterion function for Tukey's biweight estimator
weights(z)	Tukey's biweight weighting function for the IRLS algorithm

max_rho

Notes

Tukey’s biweight is sometimes called bisquare.

Methods

get_tuning([bp, eff])	Tuning parameter for given breakdown point or efficiency
max_rho()
psi(z)	The psi function for Tukey's biweight estimator
psi_deriv(z)	The derivative of Tukey's biweight psi function
rho(z)	The robust criterion function for Tukey's biweight estimator
weights(z)	Tukey's biweight weighting function for the IRLS algorithm

Properties

continuous
redescending