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statsmodels.robust.norms.RamsayE

class statsmodels.robust.norms.RamsayE(a=0.3) [source]

Ramsay’s Ea for M estimation.

Parameters: a (float, optional) – The tuning constant for Ramsay’s Ea function. The default value is 0.3.

Methods

psi(z) The psi function for Ramsay’s Ea estimator
psi_deriv(z) The derivative of Ramsay’s Ea psi function.
rho(z) The robust criterion function for Ramsay’s Ea.
weights(z) Ramsay’s Ea 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.RamsayE.html