scikits.statsmodels.robust.norms.HuberT

class scikits.statsmodels.robust.norms.HuberT(t=1.345)

Huber’s T for M estimation.

Parameters :

t : float, optional

The tuning constant for Huber’s t function. The default value is 1.345.

Methods

psi(z) The psi function for Huber’s t estimator
psi_deriv(z) The derivative of Huber’s t psi function
rho(z) The robust criterion function for Huber’s t.
weights(z) Huber’s t weighting function for the IRLS algorithm

Previous topic

scikits.statsmodels.robust.norms.Hampel.weights

Next topic

scikits.statsmodels.robust.norms.HuberT.psi

This Page