statsmodels.robust.norms.TrimmedMean.weights

TrimmedMean.weights(z)

Least trimmed mean 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| <= c

weights(z) = 0 for |z| > c