jorenham / Lmo

Trimmed L-moments and L-comoments for robust statistics.
https://jorenham.github.io/Lmo/
BSD 3-Clause "New" or "Revised" License
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Continuously Updating Generalized Method of L-Moments (L-CUE or L-CUGMM) #299

Open jorenham opened 2 months ago

jorenham commented 2 months ago

Currently there's only the _loss_step loss function that's used by L-GMM in lmo.inference.fit. Implementing L-CUGMM would involve creating a _loss_cue. Unlike _loss_step, the _loss_cue loss function updates the weight matrix at each iteration.