statsmodels.robust.norms.RamsayE

class statsmodels.robust.norms.RamsayE(a=0.3)[source]

Ramsay’s Ea for M estimation.

Parameters
afloat, optional

The tuning constant for Ramsay’s Ea function. The default value is 0.3.

See also

statsmodels.robust.norms.RobustNorm

Methods

__call__(z)

Returns the value of estimator rho applied to an input

psi(z)

The psi function for Ramsay’s Ea estimator

psi_deriv(z)

The derivative of Ramsay’s Ea psi function.

rho(z)

The robust criterion function for Ramsay’s Ea.

weights(z)

Ramsay’s Ea weighting function for the IRLS algorithm