statsmodels.robust.norms.TrimmedMean

class statsmodels.robust.norms.TrimmedMean(c=2.0)

Trimmed mean function for M-estimation

Parameters:

cfloat, optional

The tuning constant for the trimmed mean function. The default value is 2.0.

Methods

__call__(z)	Return the value of estimator rho applied to an input
psi(z)	The psi function for least trimmed mean
psi_deriv(z)	The derivative of least trimmed mean psi function
rho(z)	The robust criterion function for least trimmed mean
weights(z)	Least trimmed mean weighting function for the IRLS algorithm

max_rho

See also

statsmodels.robust.norms.RobustNorm

Methods

max_rho()
psi(z)	The psi function for least trimmed mean
psi_deriv(z)	The derivative of least trimmed mean psi function
rho(z)	The robust criterion function for least trimmed mean
weights(z)	Least trimmed mean weighting function for the IRLS algorithm

Properties

continuous
redescending