statsmodels.robust.norms.TukeyQuartic

class statsmodels.robust.norms.TukeyQuartic(c=3.61752, k=4)

Variant of Tukey’s biweight function with power 4 for M-estimation

Parameters:

cfloat, optional

The tuning constant for Tukey’s Biweight. The default value is c = 3.61752.

kint, optional

The power used in the inner term in place of the power 2 used by Tukey’s biweight. The default value is 4.

Methods

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

max_rho

Notes

This is a variation of Tukey’s biweight (bisquare) function where the weight function has power 4 instead of power 2 in the inner term.

Methods

max_rho()
psi(z)	The psi function of TukeyQuartic norm
psi_deriv(z)	The derivative of the TukeyQuartic psi function
rho(z)	The robust criterion function for TukeyQuartic norm
weights(z)	TukeyQuartic weighting function for the IRLS algorithm

Properties

continuous
redescending