HuberT.psi(z) [source]
The psi function for Huber’s t estimator
The analytic derivative of rho
| Parameters: | z (array-like) – 1d array |
|---|---|
| Returns: |
psi – psi(z) = z for |z| <= t psi(z) = sign(z)*t for |z| > t |
| Return type: | array |
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.robust.norms.HuberT.psi.html