Trimmed mean function for M-estimation.
Parameters : | c : float, optional
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Methods
psi(z) | The psi function for least trimmed mean |
psi_deriv(z) | Deriative of psi. |
psi_derive(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 |