Hampel.
psi
The psi function for Hampel’s estimator
The analytic derivative of rho
z : array-like
1d array
psi : array
psi(z) = z for |z| <= a psi(z) = a*sign(z) for a < |z| <= b psi(z) = a*sign(z)*(c - |z|)/(c-b) for b < |z| <= c psi(z) = 0 for |z| > c
psi(z) = z for |z| <= a
psi(z) = a*sign(z) for a < |z| <= b
psi(z) = a*sign(z)*(c - |z|)/(c-b) for b < |z| <= c
psi(z) = 0 for |z| > c
statsmodels.robust.norms.Hampel
statsmodels.robust.norms.Hampel.psi_deriv
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