W3cubDocs

/Statsmodels

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.

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

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.robust.norms.TukeyBiweight.html