statsmodels.robust.norms.HuberT.psi

HuberT.psi(z)

The psi function for Huber’s t estimator

The analytic derivative of rho

Parameters:

z : array-like

1d array

Returns:

psi : array

psi(z) = z for |z| <= t

psi(z) = sign(z)*t for |z| > t