statsmodels.robust.norms.RamsayE¶
-
class
statsmodels.robust.norms.
RamsayE
(a=0.3)[source]¶ Ramsay’s Ea for M estimation.
- Parameters
- a
float
,optional
The tuning constant for Ramsay’s Ea function. The default value is 0.3.
- a
See also
Methods
psi
(z)The psi function for Ramsay’s Ea estimator
psi_deriv
(z)The derivative of Ramsay’s Ea psi function.
rho
(z)The robust criterion function for Ramsay’s Ea.
weights
(z)Ramsay’s Ea weighting function for the IRLS algorithm