Login Register

TrimmedMean.psi()

statsmodels.robust.norms.TrimmedMean.psi

TrimmedMean.psi(z) [source]

The psi function for least trimmed mean

The analytic derivative of rho

Parameters:

z : array-like

1d array

Returns:

psi : array

psi(z) = z for |z| <= c

psi(z) = 0 for |z| > c

Links:

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

doc_statsmodels

2017-01-18 16:20:45

Comments

Leave a Comment

Please login to continue.

Popular Articles

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

TrimmedMean.rho() statsmodels.robust.norms.TrimmedMean.rho TrimmedMean.rho(z) [source] The robust criterion function for least trimmed mean. Parameters: z : array-

LeastSquares.psi() statsmodels.robust.norms.LeastSquares.psi LeastSquares.psi(z) [source] The psi function for the least squares estimator The analytic derivative of

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:

TrimmedMean.weights() statsmodels.robust.norms.TrimmedMean.weights TrimmedMean.weights(z) [source] Least trimmed mean weighting function for the IRLS algorithm The psi