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AndrewWave.psi_deriv()

statsmodels.robust.norms.AndrewWave.psi_deriv

AndrewWave.psi_deriv(z) [source]

The derivative of Andrew?s wave psi function

Notes

Used to estimate the robust covariance matrix.

Links:

http://statsmodels.sourceforge.net/stable/generated/statsmodels.robust.norms.AndrewWave.psi_deriv.html

doc_statsmodels

2017-01-18 16:06:28

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