statsmodels.robust.norms.HuberT

class statsmodels.robust.norms.HuberT(t=1.345)

Huber’s T for M estimation

Parameters:

tfloat, optional

The tuning constant for Huber’s t function. The default value is 1.345.

Methods

__call__(z)	Return the value of estimator rho applied to an input
psi(z)	The psi function for Huber's t estimator
psi_deriv(z)	Derivative of the Huber T psi function.
rho(z)	The robust criterion function for Huber's t estimator
weights(z)	Huber's t weighting function for the IRLS algorithm

max_rho

See also

statsmodels.robust.norms.RobustNorm

Methods

max_rho()
psi(z)	The psi function for Huber's t estimator
psi_deriv(z)	Derivative of the Huber T psi function.
rho(z)	The robust criterion function for Huber's t estimator
weights(z)	Huber's t weighting function for the IRLS algorithm

Properties

continuous
redescending