statsmodels.robust.norms.AndrewWave.weights¶

AndrewWave.weights(z)[source]¶

Andrew’s wave weighting function for the IRLS algorithm

The psi function scaled by z

Parameters:¶

zarray_like

1d array

Returns:¶

weightsndarray

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

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