statsmodels.robust.norms.HuberT¶

class statsmodels.robust.norms.HuberT(t=1.345)[source]¶

Huber’s T for M estimation.

Parameters:¶

t : float, optional¶: The tuning constant for Huber’s t function. The default value is 1.345.

See also

Methods

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