statsmodels.robust.norms.HuberT.weights

HuberT.weights(z)

Huber’s t weighting function for the IRLS algorithm

The psi function scaled by z

Parameters:

z : array-like

1d array

Returns:

weights : array

weights(z) = 1 for |z| <= t

weights(z) = t/|z| for |z| > t