statsmodels.robust.norms.estimate_location¶
-
statsmodels.robust.norms.
estimate_location
(a, scale, norm=None, axis=0, initial=None, maxiter=30, tol=1e-06)[source]¶ M-estimator of location using self.norm and a current estimator of scale.
This iteratively finds a solution to
norm.psi((a-mu)/scale).sum() == 0
- Parameters
- a
array
Array over which the location parameter is to be estimated
- scale
array
Scale parameter to be used in M-estimator
- norm
RobustNorm
,optional
Robust norm used in the M-estimator. The default is HuberT().
- axis
int
,optional
Axis along which to estimate the location parameter. The default is 0.
- initial
array
,optional
Initial condition for the location parameter. Default is None, which uses the median of a.
- niter
int
,optional
Maximum number of iterations. The default is 30.
- tol
float
,optional
Toleration for convergence. The default is 1e-06.
- a
- Returns
- mu
array
Estimate of location
- mu