statsmodels.robust.norms.LeastSquares

class statsmodels.robust.norms.LeastSquares[source]

Least squares rho for M-estimation and its derived functions.

See also

statsmodels.robust.norms.RobustNorm

Methods

psi(z)

The psi function for the least squares estimator

psi_deriv(z)

The derivative of the least squares psi function.

rho(z)

The least squares estimator rho function

weights(z)

The least squares estimator weighting function for the IRLS algorithm.