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
- weights
ndarray
weights(z) = 1 for |z| <= c
weights(z) = 0 for |z| > c
- weights