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RamsayE.weights()

statsmodels.robust.norms.RamsayE.weights

RamsayE.weights(z) [source]

Ramsay?s Ea weighting function for the IRLS algorithm

The psi function scaled by z

Parameters:

z : array-like

1d array

Returns:

weights : array

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

Links:

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

doc_statsmodels

2025-01-10 15:47:30

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