statsmodels.robust.norms.estimate_location¶

statsmodels.robust.norms.estimate_location(a, scale, norm=None, axis=0, initial=None, maxiter=30, tol=1e-06)[source]¶

M-estimator of location using self.norm and a current estimator of scale.

This iteratively finds a solution to

norm.psi((a-mu)/scale).sum() == 0

Parameters

aarray: Array over which the location parameter is to be estimated
scalearray: Scale parameter to be used in M-estimator
normRobustNorm, optional: Robust norm used in the M-estimator. The default is HuberT().
axisint, optional: Axis along which to estimate the location parameter. The default is 0.
initialarray, optional: Initial condition for the location parameter. Default is None, which uses the median of a.
niterint, optional: Maximum number of iterations. The default is 30.
tolfloat, optional: Toleration for convergence. The default is 1e-06.

Returns