7.4.3.3.8. statsmodels.robust.norms.TukeyBiweight¶

class statsmodels.robust.norms.TukeyBiweight(c=4.685)[source]¶

Tukey’s biweight function for M-estimation.

Parameters:	c : float, optional The tuning constant for Tukey’s Biweight. The default value is c = 4.685.

Notes

Tukey’s biweight is sometime’s called bisquare.

__init__(c=4.685)[source]¶

Methods

__init__([c])
psi(z)	The psi function for Tukey’s biweight estimator
psi_deriv(z)	The derivative of Tukey’s biweight psi function
rho(z)	The robust criterion function for Tukey’s biweight estimator
weights(z)	Tukey’s biweight weighting function for the IRLS algorithm