Login Register

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

Comments

Leave a Comment

Please login to continue.

Popular Articles

AndrewWave.psi() statsmodels.robust.norms.AndrewWave.psi AndrewWave.psi(z) [source] The psi function for Andrew?s wave The analytic derivative of rho Parameters:

RobustNorm.psi_deriv() statsmodels.robust.norms.RobustNorm.psi_deriv RobustNorm.psi_deriv(z) [source] Deriative of psi. Used to obtain robust covariance matrix. See stat

Hampel.psi_deriv() statsmodels.robust.norms.Hampel.psi_deriv Hampel.psi_deriv(z) [source]

TrimmedMean.psi_deriv() statsmodels.robust.norms.TrimmedMean.psi_deriv TrimmedMean.psi_deriv(z) [source] The derivative of least trimmed mean psi function Notes Used to e

LeastSquares.psi_deriv() statsmodels.robust.norms.LeastSquares.psi_deriv LeastSquares.psi_deriv(z) [source] The derivative of the least squares psi function. Returns: psi