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RobustNorm.psi_deriv()

statsmodels.robust.norms.RobustNorm.psi_deriv

RobustNorm.psi_deriv(z) [source]

Deriative of psi. Used to obtain robust covariance matrix.

See statsmodels.rlm for more information.

Abstract method:

psi_derive = psi?

Links:

http://statsmodels.sourceforge.net/stable/generated/statsmodels.robust.norms.RobustNorm.psi_deriv.html

doc_statsmodels

2017-01-18 16:15:22

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