statsmodels.robust.norms.HuberT.psi¶
- HuberT.psi(z)[source]¶
The psi function for Huber’s t estimator
The analytic derivative of rho
- Parameters:
- zarray_like
1d array
- Returns:
- psi
ndarray psi(z) = z for |z| <= t
psi(z) = sign(z)*t for |z| > t
- psi
The psi function for Huber’s t estimator
The analytic derivative of rho
1d array
ndarraypsi(z) = z for |z| <= t
psi(z) = sign(z)*t for |z| > t