3.10.3. statsmodels.robust.scale¶
Support and standalone functions for Robust Linear Models
3.10.3.1. References¶
PJ Huber. ‘Robust Statistics’ John Wiley and Sons, Inc., New York, 1981.
- R Venables, B Ripley. ‘Modern Applied Statistics in S’
- Springer, New York, 2002.
3.10.3.2. Functions¶
mad(a[, c, axis, center]) |
The Median Absolute Deviation along given axis of an array |
stand_mad(a[, c, axis]) |
3.10.3.3. Classes¶
Huber([c, tol, maxiter, norm]) |
Huber’s proposal 2 for estimating location and scale jointly. |
HuberScale([d, tol, maxiter]) |
Huber’s scaling for fitting robust linear models. |