statsmodels.robust.norms.AndrewWave.psi

AndrewWave.psi(z)

The psi function for Andrew’s wave

The analytic derivative of rho

Parameters:

z : array-like

1d array

Returns:

psi : array

psi(z) = sin(z/a) for |z| <= a*pi

psi(z) = 0 for |z| > a*pi