W3cubDocs

/Statsmodels

statsmodels.robust.norms.TrimmedMean

class statsmodels.robust.norms.TrimmedMean(c=2.0) [source]

Trimmed mean function for M-estimation.

Parameters: c (float, optional) – The tuning constant for Ramsay’s Ea function. The default value is 2.0.

Methods

psi(z) The psi function for least trimmed mean
psi_deriv(z) The derivative of least trimmed mean psi function
rho(z) The robust criterion function for least trimmed mean.
weights(z) Least trimmed mean 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.TrimmedMean.html