statsmodels.robust.norms.Hampel.psi¶
- Hampel.psi(z)[source]¶
The psi function for Hampel’s estimator
The analytic derivative of rho
- Parameters:
- zarray_like
1d array
- Returns:
- psi
ndarray psi(z) = z for |z| <= a
psi(z) = a*sign(z) for a < |z| <= b
psi(z) = a*sign(z)*(c - |z|)/(c-b) for b < |z| <= c
psi(z) = 0 for |z| > c
- psi