statsmodels.robust.norms.AndrewWave.weights¶

method

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

weightsarray

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

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