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HuberT.weights()

statsmodels.robust.norms.HuberT.weights

HuberT.weights(z) [source]

Huber?s t weighting function for the IRLS algorithm

The psi function scaled by z

Parameters:

z : array-like

1d array

Returns:

weights : array

weights(z) = 1 for |z| <= t

weights(z) = t/|z| for |z| > t

Links:

http://statsmodels.sourceforge.net/stable/generated/statsmodels.robust.norms.HuberT.weights.html

doc_statsmodels

2017-01-18 16:10:24

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