statsmodels.robust.norms.RamsayE

class statsmodels.robust.norms.RamsayE(a=0.3)

Ramsay’s Ea for M estimation

Parameters:

afloat, optional

The tuning constant for Ramsay’s Ea function. The default value is 0.3.

Methods

__call__(z)	Return the value of estimator rho applied to an input
psi(z)	The psi function for Ramsay's Ea estimator
psi_deriv(z)	The derivative of Ramsay's Ea psi function
rho(z)	The robust criterion function for Ramsay's Ea
weights(z)	Ramsay's Ea weighting function for the IRLS algorithm

max_rho

See also

statsmodels.robust.norms.RobustNorm

Methods

max_rho()
psi(z)	The psi function for Ramsay's Ea estimator
psi_deriv(z)	The derivative of Ramsay's Ea psi function
rho(z)	The robust criterion function for Ramsay's Ea
weights(z)	Ramsay's Ea weighting function for the IRLS algorithm

Properties

continuous
redescending