statsmodels.robust.norms.Hampel¶
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class
statsmodels.robust.norms.
Hampel
(a=2.0, b=4.0, c=8.0)[source]¶ Hampel function for M-estimation.
Parameters: a : float, optional
b : float, optional
c : float, optional
The tuning constants for Hampel’s function. The default values are a,b,c = 2, 4, 8.
See also
Methods
psi
(z)The psi function for Hampel’s estimator psi_deriv
(z)rho
(z)The robust criterion function for Hampel’s estimator weights
(z)Hampel weighting function for the IRLS algorithm