statsmodels.robust.norms.HuberT.psi¶
-
HuberT.psi(z)[source]¶ The psi function for Huber’s t estimator
The analytic derivative of rho
- Parameters
- zarray_like
1d array
- Returns
- psi
array psi(z) = z for |z| <= t
psi(z) = sign(z)*t for |z| > t
- psi
HuberT.psi(z)[source]¶The psi function for Huber’s t estimator
The analytic derivative of rho
1d array
arraypsi(z) = z for |z| <= t
psi(z) = sign(z)*t for |z| > t