### Navigation

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

# scikits.statsmodels.robust.norms.AndrewWave

class `scikits.statsmodels.robust.norms.``AndrewWave`(a=1.339)

  Andrew’s wave for M estimation.

  Parameters: | a : float, optional The tuning constant for Andrew’s Wave function. The default value is 1.339.

  See also

  `scikits.statsmodels.robust.norms.RobustNorm`

  Methods

  `psi`(z) | The psi function for Andrew’s wave
  `psi_deriv`(z) | The derivative of Andrew’s wave psi function
  `rho`(z) | The robust criterion function for Andrew’s wave.
  `weights`(z) | Andrew’s wave weighting function for the IRLS algorithm

### Navigation

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