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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.

Methods

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

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