statsmodels.robust.norms.TrimmedMean¶
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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.
See also
Methods
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