7.4.3.3.3. 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

__init__(t=1.345)[source]¶

Methods

__init__([t])
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