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