statsmodels.robust.norms.Hampel.weights¶

Hampel.weights(z)[source]¶

Hampel weighting function for the IRLS algorithm

The psi function scaled by z

Parameters:¶

zarray_like

1d array

Returns:¶

weightsndarray

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

weights(z) = a/|z| for a < |z| <= b

weights(z) = a*(c - |z|)/(|z|*(c-b)) for b < |z| <= c

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