statsmodels.robust.norms.TukeyBiweight

class statsmodels.robust.norms.TukeyBiweight(c=4.685) [source]

Tukey’s biweight function for M-estimation.

Parameters:	c (float, optional) – The tuning constant for Tukey’s Biweight. The default value is c = 4.685.

Notes

Tukey’s biweight is sometime’s called bisquare.

Methods

psi(z)	The psi function for Tukey’s biweight estimator
psi_deriv(z)	The derivative of Tukey’s biweight psi function
rho(z)	The robust criterion function for Tukey’s biweight estimator
weights(z)	Tukey’s biweight weighting function for the IRLS algorithm