7.4.3.3.4. statsmodels.robust.norms.LeastSquares¶

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

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

See also

statsmodels.robust.norms.RobustNorm

__init__()¶

x.__init__(...) initializes x; see help(type(x)) for signature

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.