statsmodels.robust.norms.TukeyBiweight

class statsmodels.robust.norms.TukeyBiweight(c=4.685)

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

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

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