Logo

scikits.statsmodels.robust.norms.LeastSquares

class scikits.statsmodels.robust.norms.LeastSquares[source]

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

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.

Previous topic

sm.robust.norms.HuberT.weights

Next topic

sm.robust.norms.LeastSquares.psi

This Page