statsmodels.robust.norms.Hampel.psi¶
- Hampel.psi(z)[source]¶
The psi function for Hampel’s estimator.
The analytic derivative of rho.
\[\begin{split}\psi(z) = \begin{cases} z & \text{for } |z| \le a \\ a \cdot \text{sgn}(z) & \text{for } a < |z| \le b \\ a \cdot \text{sgn}(z) \frac{c - |z|}{c - b} & \text{for } b < |z| \le c \\ 0 & \text{for } |z| > c \end{cases}\end{split}\]- Parameters:¶
- zarray_like
1d array
- Returns:¶
- psi
ndarray The value of the psi function.
- psi