statsmodels.robust.norms.TrimmedMean.psi_deriv
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TrimmedMean.psi_deriv(z)
[source] -
The derivative of least trimmed mean psi function
Notes
Used to estimate the robust covariance matrix.
TrimmedMean.psi_deriv(z)
[source]
The derivative of least trimmed mean psi function
Used to estimate the robust covariance matrix.
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