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.

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 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

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