statsmodels.robust.norms.TrimmedMean.weights

TrimmedMean.weights(z)[source]

Least trimmed mean weighting function for the IRLS algorithm

The psi function scaled by z

Parameters:
zarray_like

1d array

Returns:
weightsndarray

weights(z) = 1 for |z| <= c

weights(z) = 0 for |z| > c


Last update: Dec 14, 2023