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
Ramsay’s Ea weighting function for the IRLS algorithm
The psi function scaled by z
1d array
ndarrayweights(z) = exp(-a*|z|)