statsmodels.robust.norms.Hampel¶

class statsmodels.robust.norms.Hampel(a=2.0, b=4.0, c=8.0)[source]¶

Hampel function for M-estimation.

Parameters:¶

afloat, optional

bfloat, optional

cfloat, optional

The tuning constants for Hampel’s function. The default values are a,b,c = 2, 4, 8.

Methods

__call__(z)

Returns the value of estimator rho applied to an input

See also

statsmodels.robust.norms.RobustNorm

Methods

psi(z)	The psi function for Hampel's estimator
psi_deriv(z)	Derivative of psi function, second derivative of rho function.
rho(z)	The robust criterion function for Hampel's estimator
weights(z)	Hampel weighting function for the IRLS algorithm