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RamsayE.psi_deriv()

statsmodels.robust.norms.RamsayE.psi_deriv

RamsayE.psi_deriv(z) [source]

The derivative of Ramsay?s Ea psi function.

Notes

Used to estimate the robust covariance matrix.

Links:

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

doc_statsmodels

2017-01-18 16:14:44

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