statsmodels.robust.norms.RamsayE.weights¶

RamsayE.weights(z)[source]¶

Ramsay’s Ea weighting function for the IRLS algorithm

The psi function scaled by z

Parameters:¶

z : array_like¶

1d array

Returns:¶

weights – weights(z) = exp(-a*|z|)

Return type:¶

ndarray