Logo

scikits.statsmodels.robust.norms.RamsayE

class scikits.statsmodels.robust.norms.RamsayE(a=0.3)[source]

Ramsay’s Ea for M estimation.

Parameters :

a : float, optional

The tuning constant for Ramsay’s Ea function. The default value is 0.3.

Methods

psi(z) The psi function for Ramsay’s Ea estimator
psi_deriv(z) The derivative of Ramsay’s Ea psi function.
rho(z) The robust criterion function for Ramsay’s Ea.
weights(z) Ramsay’s Ea weighting function for the IRLS algorithm

Previous topic

sm.robust.norms.LeastSquares.weights

Next topic

sm.robust.norms.RamsayE.psi

This Page