robust.norms.AndrewWave()
statsmodels.robust.norms.AndrewWave
-
class statsmodels.robust.norms.AndrewWave(a=1.339)
[source] -
Andrew’s wave for M estimation.
Parameters: a : float, optional
The tuning constant for Andrew’s Wave function. The default value is 1.339.
See also
Methods
__call__
(z)Returns the value of estimator rho applied to an input psi
(z)The psi function for Andrew’s wave psi_deriv
(z)The derivative of Andrew’s wave psi function rho
(z)The robust criterion function for Andrew’s wave. weights
(z)Andrew’s wave weighting function for the IRLS algorithm Methods
psi
(z)The psi function for Andrew’s wave psi_deriv
(z)The derivative of Andrew’s wave psi function rho
(z)The robust criterion function for Andrew’s wave. weights
(z)Andrew’s wave weighting function for the IRLS algorithm
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.robust.norms.AndrewWave.html