statsmodels.robust.norms.LeastSquares

class statsmodels.robust.norms.LeastSquares

Least squares rho for M-estimation and its derived functions.

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 the least squares estimator
psi_deriv(z)	The derivative of the least squares psi function.
rho(z)	The least squares estimator rho function
weights(z)	The least squares estimator weighting function for the IRLS algorithm.

Methods

psi(z)	The psi function for the least squares estimator
psi_deriv(z)	The derivative of the least squares psi function.
rho(z)	The least squares estimator rho function
weights(z)	The least squares estimator weighting function for the IRLS algorithm.