statsmodels.robust.norms.TrimmedMean¶
- class statsmodels.robust.norms.TrimmedMean(c=2.0)[source]¶
Trimmed mean function for M-estimation.
- Parameters:
- c
float,optional The tuning constant for Ramsay’s Ea function. The default value is 2.0.
- c
See also
Methods
__call__(z)Returns the value of estimator rho applied to an input
Methods
psi(z)The psi function for least trimmed mean
psi_deriv(z)The derivative of least trimmed mean psi function
rho(z)The robust criterion function for least trimmed mean.
weights(z)Least trimmed mean weighting function for the IRLS algorithm