statsmodels.robust.norms.TukeyBiweight¶

class statsmodels.robust.norms.TukeyBiweight(c=4.685)[source]¶

Tukey’s biweight function for M-estimation.

Parameters:¶

cfloat, optional

The tuning constant for Tukey’s Biweight. The default value is c = 4.685.

Methods

__call__(z)

Returns the value of estimator rho applied to an input

Notes

Tukey’s biweight is sometime’s called bisquare.

Methods

get_tuning([bp, eff])	Tuning parameter for given breakdown point or efficiency.
max_rho()
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

Properties

continuous
redescending