class statsmodels.robust.norms.AndrewWave(a=1.339)
[source]
Andrew’s wave for M estimation.
Parameters: | a (float, optional) – The tuning constant for Andrew’s Wave function. The default value is 1.339. |
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See also
psi (z) | The psi function for Andrew’s wave |
psi_deriv (z) | The derivative of Andrew’s wave psi function |
rho (z) | The robust criterion function for Andrew’s wave. |
weights (z) | Andrew’s wave 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.AndrewWave.html