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

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

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