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statsmodels.robust.norms.LeastSquares

class statsmodels.robust.norms.LeastSquares[source]

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

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.

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