statsmodels.robust.norms.HuberT.weights¶
-
HuberT.
weights
(z)[source]¶ Huber’s t weighting function for the IRLS algorithm
The psi function scaled by z
- Parameters
- zarray_like
1d array
- Returns
- weights
ndarray
weights(z) = 1 for |z| <= t
weights(z) = t/|z| for |z| > t
- weights