Hampel.psi()

statsmodels.robust.norms.Hampel.psi

Hampel.psi(z) [source]

The psi function for Hampel?s estimator

The analytic derivative of rho

Parameters:	z : array-like 1d array
Returns:	psi : array psi(z) = z for |z| <= a psi(z) = a*sign(z) for a < |z| <= b psi(z) = a*sign(z)*(c - |z|)/(c-b) for b < |z| <= c psi(z) = 0 for |z| > c