statsmodels.robust.norms.HuberT  
class statsmodels.robust.norms.HuberT(t=1.345) [source]
 
Huber’s T for M estimation.    
Parameters:

t (float, optional) – The tuning constant for Huber’s t function. The default value is 1.345.    See also statsmodels.robust.norms.RobustNorm  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   


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