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

statsmodels.robust.norms.RobustNorm

Methods

__call__(z) Returns the value of estimator rho applied to an input
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

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