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 – weights(z) = np.ones(z.shape)
Return type:	array

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.robust.norms.LeastSquares.weights.html