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statsmodels.robust.norms.LeastSquares.psi_deriv

LeastSquares.psi_deriv(z) [source]

The derivative of the least squares psi function.

Returns: psi_deriv – ones(z.shape)
Return type: array

Notes

Used to estimate the robust covariance matrix.

© 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.LeastSquares.psi_deriv.html