Ejemplo n.º 1
0
def huber(x):
    res = sm.RLM(x, np.ones(len(x)),
                 M=norms.HuberT()).fit(scale_est=scale.HuberScale())
    return res.params[0]
Ejemplo n.º 2
0
    #    m1_Bisquare = RLM(data.endog, data.exog, M=norms.TukeyBiweight())
    #    results_Bisquare1 = m1_Bisquare.fit()
    #    m2_Bisquare = RLM(data.endog, data.exog, M=norms.TukeyBiweight())
    #    results_Bisquare2 = m2_Bisquare.fit(cov="H2")
    #    m3_Bisquare = RLM(data.endog, data.exog, M=norms.TukeyBiweight())
    #    results_Bisquare3 = m3_Bisquare.fit(cov="H3")

    ##############################################
    # Huber's Proposal 2 scaling                 #
    ##############################################

    ################
    ### Huber'sT ###
    ################
    m1_Huber_H = RLM(data.endog, data.exog, M=norms.HuberT())
    results_Huber1_H = m1_Huber_H.fit(scale_est=scale.HuberScale())
#    m2_Huber_H
#    m3_Huber_H
#    m4 = RLM(data.endog, data.exog, M=norms.HuberT())
#    results4 = m1.fit(scale_est="Huber")
#    m5 = RLM(data.endog, data.exog, M=norms.Hampel())
#    results5 = m2.fit(scale_est="Huber")
#    m6 = RLM(data.endog, data.exog, M=norms.TukeyBiweight())
#    results6 = m3.fit(scale_est="Huber")

#    print """Least squares fit
#%s
#Huber Params, t = 2.
#%s
#Ramsay's E Params
#%s