huber
- pylluminator.stats.huber(values: ~numpy.array, k=1.5, tol=1e-06) -> (<class 'float'>, <class 'float'>)
Perform Huber’s M-estimator for robust estimation of mean and scale.
- Parameters:
values (numpy.ndarray) – Array of data points.
k (float) – Tuning parameter that controls the threshold for outlier rejection (default: 1.5).
tol (float) – Convergence tolerance for the mean estimation (default: 1e-6).
- Returns:
A tuple containing the estimated mean and scale (mu, sigma).
- Return type: