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statsmodels.robust.norms.HuberT.weights

HuberT.weights(z) [source]

Huber’s t weighting function for the IRLS algorithm

The psi function scaled by z

Parameters: z (array-like) – 1d array
Returns: weights – weights(z) = 1 for |z| <= t

weights(z) = t/|z| 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.weights.html