statsmodels.robust.norms.Hampel

class statsmodels.robust.norms.Hampel(a=2.0, b=4.0, c=8.0) [source]

Hampel function for M-estimation.

Parameters:	a (float, optional) – b (float, optional) – c (float, optional) – The tuning constants for Hampel’s function. The default values are a,b,c = 2, 4, 8.

See also

statsmodels.robust.norms.RobustNorm

Methods

psi(z)	The psi function for Hampel’s estimator
psi_deriv(z)	Deriative of psi.
rho(z)	The robust criterion function for Hampel’s estimator
weights(z)	Hampel weighting function for the IRLS algorithm