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LeastSquares.weights()

statsmodels.robust.norms.LeastSquares.weights

LeastSquares.weights(z) [source]

The least squares estimator weighting function for the IRLS algorithm.

The psi function scaled by the input z

Parameters:

z : array-like

1d array

Returns:

weights : array

weights(z) = np.ones(z.shape)

Links:

http://statsmodels.sourceforge.net/stable/generated/statsmodels.robust.norms.LeastSquares.weights.html

doc_statsmodels

2017-01-18 16:11:24

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