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:

Parameters:	z (array-like) – 1d array
Returns:	weights – 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
Return type:	array

weights – 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

Return type: array

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© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.robust.norms.Hampel.weights.html