statsmodels.robust.norms.TukeyBiweight.weights¶

method

TukeyBiweight.weights(z)[source]¶

Tukey’s biweight weighting function for the IRLS algorithm

The psi function scaled by z

Parameters

zarray-like: 1d array

Returns

weightsarray

psi(z) = (1 - (z/c)**2)**2 for |z| <= R

psi(z) = 0 for |z| > R