statsmodels.robust.norms.AndrewWave¶

class statsmodels.robust.norms.AndrewWave(a=1.339)[source]¶

Andrew’s wave for M estimation.

Parameters:¶

afloat, optional

The tuning constant for Andrew’s Wave function. The default value is 1.339.

Methods

__call__(z)

Returns the value of estimator rho applied to an input

See also

statsmodels.robust.norms.RobustNorm

Methods

psi(z)	The psi function for Andrew's wave
psi_deriv(z)	The derivative of Andrew's wave psi function
rho(z)	The robust criterion function for Andrew's wave.
weights(z)	Andrew's wave weighting function for the IRLS algorithm