statsmodels.robust.norms.Hampel.psi

Hampel.psi(z) [source]

The psi function for Hampel’s estimator

The analytic derivative of rho

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

psi(z) = a*sign(z) for a < |z| <= b

psi(z) = a*sign(z)*(c - |z|)/(c-b) for b < |z| <= c

psi(z) = 0 for |z| > c

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.Hampel.psi.html