statsmodels.robust.norms.AndrewWave¶
-
class
statsmodels.robust.norms.
AndrewWave
(a=1.339)[source]¶ Andrew’s wave for M estimation.
Parameters: a : float, optional
The tuning constant for Andrew’s Wave function. The default value is 1.339.
See also
Methods
psi
(z)The psi function for Andrew’s wave psi_deriv
(z)The derivative of Andrew’s wave psi function rho
(z)The robust criterion function for Andrew’s wave. weights
(z)Andrew’s wave weighting function for the IRLS algorithm