statsmodels.robust.scale.MScale

class statsmodels.robust.scale.MScale(chi_func, scale_bias)

M-scale estimation

Parameters:

chi_funccallable

The rho or chi function for the moment condition for estimating scale.

scale_biasfloat

Factor in moment condition to obtain fisher consistency of the scale estimate at the normal distribution.

Methods

__call__(data, **kwds)	Call self as a function.
fit(data[, start_scale, maxiter, rtol, atol])	Estimate M-scale using iteration

Notes

Experimental interface, arguments and options will still change.

Methods

fit(data[, start_scale, maxiter, rtol, atol])

Estimate M-scale using iteration