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Miha Kralj
2026-03-13 13:47:10 -07:00
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lib/errors/tukeybiweight/TukeyBiweight.md
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| **PineScript** | [tukeybiweight.pine](tukeybiweight.pine) |
- Tukey's Biweight (also called Bisquare) is a redescending M-estimator that completely ignores errors beyond a threshold.
- Parameterized by `period`, `c` (default defaultc).
- Output range: $\geq 0$.
- Requires `period` bars of warmup before first valid output (IsHot = true).
- **Similar:** [Huber](../huber/Huber.md), [PseudoHuber](../pseudohuber/PseudoHuber.md) | **Trading note:** Tukey's biweight loss; completely rejects extreme outliers beyond tuning constant c.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
Tukey's Biweight (also called Bisquare) is a redescending M-estimator that completely ignores errors beyond a threshold. Unlike Huber loss which still penalizes large errors linearly, Tukey's biweight treats extreme outliers as if they don't exist.
@@ -182,4 +180,4 @@ Tukey's biweight is the only loss function that completely stops penalizing erro
* [Huber](../huber/Huber.md) - Huber Loss (linear, not redescending)
* [MdAE](../mdae/Mdae.md) - Median Absolute Error (robust via median)
* [LogCosh](../logcosh/LogCosh.md) - Log-Cosh Loss (smooth L1/L2 hybrid)
* [LogCosh](../logcosh/LogCosh.md) - Log-Cosh Loss (smooth L1/L2 hybrid)