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. |
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Tukey’s biweight is sometime’s called bisquare.
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