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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 estimate the robust covariance matrix.

Links:

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

doc_statsmodels

2025-01-10 15:47:30

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