statsmodels.robust.norms.RamsayE

class statsmodels.robust.norms.RamsayE(a=0.3)

Ramsay’s Ea for M estimation.

Parameters:

a : float, optional

The tuning constant for Ramsay’s Ea function. The default value is 0.3.

See also

statsmodels.robust.norms.RobustNorm

Methods

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