statsmodels.robust.norms.TukeyBiweight¶
-
class
statsmodels.robust.norms.
TukeyBiweight
(c=4.685)[source]¶ Tukey’s biweight function for M-estimation.
- Parameters
- c
float
,optional
The tuning constant for Tukey’s Biweight. The default value is c = 4.685.
- c
Notes
Tukey’s biweight is sometime’s called bisquare.
Methods
psi
(z)The psi function for Tukey’s biweight estimator
psi_deriv
(z)The derivative of Tukey’s biweight psi function
rho
(z)The robust criterion function for Tukey’s biweight estimator
weights
(z)Tukey’s biweight weighting function for the IRLS algorithm