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.
- a
See also
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