BUG: TukeyBiweight shift rho, unit tests

statsmodels · Apr 15, 2023 · 9b1c6d1 · 9b1c6d1
1 parent 20b2f6c
commit 9b1c6d1
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Showing 3 changed files with 14 additions and 2 deletions.
diff --git a/statsmodels/robust/norms.py b/statsmodels/robust/norms.py
@@ -806,7 +806,8 @@ def rho(self, z):
             rho(z) = 0                              for \|z\| > R
         """
         subset = self._subset(z)
-        return -(1 - (z / self.c)**2)**3 * subset * self.c**2 / 6.
+        factor = self.c**2 / 6.
+        return -(1 - (z / self.c)**2)**3 * subset * factor + factor
 
     def psi(self, z):
         r"""

diff --git a/statsmodels/robust/tests/results/results_norms.py b/statsmodels/robust/tests/results/results_norms.py
@@ -12,3 +12,13 @@
     weights=[0.0, 0.1111111111111111, 0.75, 1.0, 1.0, 1.0, 0.75,
              0.1111111111111111, 0.0],
     )
+
+res_biweight = Holder(
+    rho=[2.6666666666666665, 2.6666666666666665, 1.5416666666666665,
+         0.46940104166666663, 0.0, 0.46940104166666663, 1.5416666666666665,
+         2.6666666666666665, 2.6666666666666665],
+    psi=[0.0, 0.0, -1.125, -0.87890625, 0.0, 0.87890625, 1.125, 0.0, 0.0],
+    psi_deriv=[0.0, 0.0, -0.1875, 0.64453125, 1.0, 0.64453125, -0.1875, 0.0,
+               0.0],
+    weights=[0.0, 0.0, 0.5625, 0.87890625, 1.0, 0.87890625, 0.5625, 0.0, 0.0],
+    )
diff --git a/statsmodels/robust/tests/test_norms.py b/statsmodels/robust/tests/test_norms.py
@@ -11,7 +11,8 @@
 from .results import results_norms as res_r
 
 cases = [
-    (norms.Hampel, (1.5, 3.5, 8.), res_r.res_hampel)
+    (norms.Hampel, (1.5, 3.5, 8.), res_r.res_hampel),
+    (norms.TukeyBiweight, (4,), res_r.res_biweight),
     ]
 
 dtypes = ["int", np.float64, np.complex128]