statsmodels.robust.norms.HuberT¶

class statsmodels.robust.norms.HuberT(t=1.345)[source]¶

Huber’s T for M estimation.

Parameters:¶

tfloat, optional

The tuning constant for Huber’s t function. The default value is 1.345.

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 Huber's t estimator
psi_deriv(z)	The derivative of Huber's t psi function
rho(z)	The robust criterion function for Huber's t.
weights(z)	Huber's t weighting function for the IRLS algorithm