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. |
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See also
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