statsmodels.robust.norms.TrimmedMean

class statsmodels.robust.norms.TrimmedMean(c=2.0)

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

statsmodels.robust.norms.RobustNorm

Methods

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

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