### Navigation

- index
- modules |
- next |
- previous |
- statsmodels v0.2.0 documentation »
- Robust Linear Models »

# scikits.statsmodels.robust.norms.RamsayE

class `scikits.statsmodels.robust.norms.``RamsayE`(a=0.29999999999999999)

  Ramsay’s Ea for M estimation.

  Parameters: | a : float, optional The tuning constant for Ramsay’s Ea function. The default value is 0.3.

  See also

  `scikits.statsmodels.robust.norms.RobustNorm`

  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

### Navigation

- index
- modules |
- next |
- previous |
- statsmodels v0.2.0 documentation »
- Robust Linear Models »