statsmodels.robust.norms.TukeyBiweight.psi

TukeyBiweight.psi(z)[source]

The psi function for Tukey’s biweight estimator

The analytic derivative of rho

Parameters:

z : array-like

1d array

Returns:

psi : array

psi(z) = z*(1 - (z/c)**2)**2 for |z| <= R

psi(z) = 0 for |z| > R