statsmodels.robust.norms.TukeyBiweight

class statsmodels.robust.norms.TukeyBiweight(c=4.685)[source]

Tukey’s biweight function for M-estimation.

Parameters
cfloat, optional

The tuning constant for Tukey’s Biweight. The default value is c = 4.685.

Notes

Tukey’s biweight is sometime’s called bisquare.

Methods

__call__(z)

Returns the value of estimator rho applied to an input

Methods

psi(z)

The psi function for Tukey's biweight estimator

psi_deriv(z)

The derivative of Tukey's biweight psi function

rho(z)

The robust criterion function for Tukey's biweight estimator

weights(z)

Tukey's biweight weighting function for the IRLS algorithm