statsmodels.robust.norms.HuberT.weights¶

HuberT.weights(z)[source]¶

Huber’s t weighting function for the IRLS algorithm

The psi function scaled by z

Parameters:	z (array-like) – 1d array
Returns:	weights – weights(z) = 1 for \|z\| <= t weights(z) = t/\|z\| for \|z\| > t
Return type:	array