Ramsay’s Ea for M estimation.
Parameters: | a : float, optional
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Methods
psi(z) | The psi function for Ramsay’s Ea estimator |
psi_deriv(z) | The derivative of Ramsay’s Ea psi function. |
rho(z) | The robust criterion function for Ramsay’s Ea. |
weights(z) | Ramsay’s Ea weighting function for the IRLS algorithm |