statsmodels.robust.norms.RamsayE.weights¶
-
RamsayE.
weights
(z)[source]¶ Ramsay’s Ea weighting function for the IRLS algorithm
The psi function scaled by z
- Parameters
- zarray_like
1d array
- Returns
- weights
ndarray
weights(z) = exp(-a*|z|)
- weights