statsmodels.robust.norms.estimate_location

statsmodels.robust.norms.estimate_location(a, scale, norm=None, axis=0, initial=None, maxiter=30, tol=1e-06)[source]

M-estimator of location using self.norm and a current estimator of scale.

This iteratively finds a solution to

norm.psi((a-mu)/scale).sum() == 0

Parameters:
andarray

Array over which the location parameter is to be estimated

scalendarray

Scale parameter to be used in M-estimator

normRobustNorm, optional

Robust norm used in the M-estimator. The default is HuberT().

axisint, optional

Axis along which to estimate the location parameter. The default is 0.

initialndarray, optional

Initial condition for the location parameter. Default is None, which uses the median of a.

niterint, optional

Maximum number of iterations. The default is 30.

tolfloat, optional

Toleration for convergence. The default is 1e-06.

Returns:
mundarray

Estimate of location


Last update: Jul 16, 2024