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. |
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See also
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