statsmodels.robust.norms.TrimmedMean.weights¶

TrimmedMean.weights(z)[source]¶

Least trimmed mean weighting function for the IRLS algorithm

The psi function scaled by z

Parameters:¶

zarray_like

1d array

Returns:¶

weightsndarray

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

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