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statsmodels.robust.norms.TrimmedMean

class statsmodels.robust.norms.TrimmedMean(c=2.0)[source]

Trimmed mean function for M-estimation.

Parameters:

c : float, optional

The tuning constant for Ramsay’s Ea function. The default value is 2.0.

Methods

psi(z) The psi function for least trimmed mean
psi_deriv(z) The derivative of least trimmed mean psi function
rho(z) The robust criterion function for least trimmed mean.
weights(z) Least trimmed mean weighting function for the IRLS algorithm

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