statsmodels.robust.norms.RamsayE.psi¶
- RamsayE.psi(z)[source]¶
The psi function for Ramsay’s Ea estimator
The analytic derivative of rho
- Parameters:
- zarray_like
1d array
- Returns:
- psi
ndarray psi(z) = z*exp(-a*|z|)
- psi
The psi function for Ramsay’s Ea estimator
The analytic derivative of rho
1d array
ndarraypsi(z) = z*exp(-a*|z|)