statsmodels.robust.norms.TukeyBiweight¶
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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