Login Register

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

Comments

Leave a Comment

Please login to continue.

Popular Articles

RobustNorm.psi() statsmodels.robust.norms.RobustNorm.psi RobustNorm.psi(z) [source] Derivative of rho. Sometimes referred to as the influence function. Abstract me

Hampel.psi_deriv() statsmodels.robust.norms.Hampel.psi_deriv Hampel.psi_deriv(z) [source]

TrimmedMean.psi_deriv() statsmodels.robust.norms.TrimmedMean.psi_deriv TrimmedMean.psi_deriv(z) [source] The derivative of least trimmed mean psi function Notes Used to e

LeastSquares.psi_deriv() statsmodels.robust.norms.LeastSquares.psi_deriv LeastSquares.psi_deriv(z) [source] The derivative of the least squares psi function. Returns: psi

RamsayE.psi_deriv() statsmodels.robust.norms.RamsayE.psi_deriv RamsayE.psi_deriv(z) [source] The derivative of Ramsay?s Ea psi function. Notes Used to estimate the ro