statsmodels.robust.norms.TrimmedMean.psi

TrimmedMean.psi(z)[source]

The psi function for least trimmed mean

The analytic derivative of rho

Parameters:z (array-like) – 1d array
Returns:psi – psi(z) = z for |z| <= c

psi(z) = 0 for |z| > c
Return type:array