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.
- t
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