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
See also
Methods
psi
(z)The psi function for Hampel’s estimator
psi_deriv
(z)Derivative of psi.
rho
(z)The robust criterion function for Hampel’s estimator
weights
(z)Hampel weighting function for the IRLS algorithm