statsmodels.robust.norms.HuberT.weights

HuberT.weights(z) [source]

Huber’s t weighting function for the IRLS algorithm

The psi function scaled by z

Parameters:	z (array-like) – 1d array
Returns:	weights – weights(z) = 1 for \|z\| <= t weights(z) = t/\|z\| for \|z\| > t
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.HuberT.weights.html