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RamsayE.psi()

statsmodels.robust.norms.RamsayE.psi

RamsayE.psi(z) [source]

The psi function for Ramsay?s Ea estimator

The analytic derivative of rho

Parameters:

z : array-like

1d array

Returns:

psi : array

psi(z) = z*exp(-a*|z|)

Links:

http://statsmodels.sourceforge.net/stable/generated/statsmodels.robust.norms.RamsayE.psi.html

doc_statsmodels

2017-01-18 16:14:43

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