Hampel.weights()

statsmodels.robust.norms.Hampel.weights

Hampel.weights(z) [source]

Hampel weighting function for the IRLS algorithm

The psi function scaled by z

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