7.4.3.3.5. statsmodels.robust.norms.RamsayE¶

class statsmodels.robust.norms.RamsayE(a=0.3)[source]¶

Ramsay’s Ea for M estimation.

Parameters:	a : float, optional The tuning constant for Ramsay’s Ea function. The default value is 0.3.

See also

statsmodels.robust.norms.RobustNorm

__init__(a=0.3)[source]¶

Methods

__init__([a])
psi(z)	The psi function for Ramsay’s Ea estimator
psi_deriv(z)	The derivative of Ramsay’s Ea psi function.
rho(z)	The robust criterion function for Ramsay’s Ea.
weights(z)	Ramsay’s Ea weighting function for the IRLS algorithm