Huber’s T for M estimation.
Parameters: | t : float, optional
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Methods
psi(z) | The psi function for Huber’s t estimator |
psi_deriv(z) | The derivative of Huber’s t psi function |
rho(z) | The robust criterion function for Huber’s t. |
weights(z) | Huber’s t weighting function for the IRLS algorithm |