statsmodels.robust.norms.HuberT.psi
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HuberT.psi(z)
[source] -
The psi function for Huber?s t estimator
The analytic derivative of rho
Parameters: z : array-like
1d array
Returns: psi : array
psi(z) = z for |z| <= t
psi(z) = sign(z)*t for |z| > t
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