statsmodels.robust.norms.TrimmedMean.psi

TrimmedMean.psi(z) [source]

The psi function for least trimmed mean

The analytic derivative of rho

Parameters:	z (array-like) – 1d array
Returns:	psi – psi(z) = z for |z| <= c psi(z) = 0 for |z| > c
Return type:	array