class statsmodels.robust.norms.HuberT(t=1.345)
[source]
Huber’s T for M estimation.
Parameters: | t (float, optional) – The tuning constant for Huber’s t function. The default value is 1.345. |
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See also
psi (z) | The psi function for Huber’s t estimator |
psi_deriv (z) | The derivative of Huber’s t psi function |
rho (z) | The robust criterion function for Huber’s t. |
weights (z) | Huber’s t 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.HuberT.html