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:	z (array-like) – 1d array
Returns:	weights – weights(z) = 1 for \|z\| <= c weights(z) = 0 for \|z\| > c
Return type:	array