statsmodels.robust.norms.RamsayE.psi
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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|)
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|) |
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