statsmodels.robust.norms.Hampel  
class statsmodels.robust.norms.Hampel(a=2.0, b=4.0, c=8.0) [source]
 
Hampel function for M-estimation.    
Parameters:

 
a (float, optional) –  
b (float, optional) –  
c (float, optional) – The tuning constants for Hampel’s function. The default values are a,b,c = 2, 4, 8.      See also statsmodels.robust.norms.RobustNorm  Methods  

psi(z) The psi function for Hampel’s estimator  

psi_deriv(z) Deriative of psi.  

rho(z) The robust criterion function for Hampel’s estimator  

weights(z) Hampel weighting function for the IRLS algorithm   


    © 2009–2012 Statsmodels Developers© 2006–2008 Scipy Developers
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