statsmodels.robust.norms.Hampel.weights¶
-
Hampel.weights(z)[source]¶ Hampel weighting function for the IRLS algorithm
The psi function scaled by z
- Parameters
- zarray_like
1d array
- Returns
- weights
array weights(z) = 1 for |z| <= a
weights(z) = a/|z| for a < |z| <= b
weights(z) = a*(c - |z|)/(|z|*(c-b)) for b < |z| <= c
weights(z) = 0 for |z| > c
- weights