statsmodels.robust.norms.AndrewWave.weights#

AndrewWave.weights(z)[source]#

Andrew’s wave weighting function for the IRLS algorithm.

The psi function scaled by z.

\[\begin{split}w(z) = \begin{cases} \sin(z/a) / (z/a) & \text{for } |z| \le a\pi \\ 0 & \text{for } |z| > a\pi \end{cases}\end{split}\]
Parameters:
zarray_like

1d array

Returns:
weightsndarray

The value of the weighting function.