statsmodels.robust.norms.LeastSquares¶

class statsmodels.robust.norms.LeastSquares[source]¶

Least squares rho for M-estimation and its derived functions.

Methods

__call__(z)

Returns the value of estimator rho applied to an input

See also

statsmodels.robust.norms.RobustNorm

Methods

max_rho()
psi(z)	The psi function for the least squares estimator
psi_deriv(z)	The derivative of the least squares psi function.
rho(z)	The least squares estimator rho function
weights(z)	The least squares estimator weighting function for the IRLS algorithm.

Properties

continuous
redescending