statsmodels.robust.norms.HuberT.psi#
- HuberT.psi(z)[source]#
The psi function for Huber’s t estimator
The analytic derivative of rho.
\[\begin{split}\psi(z) = \begin{cases} z & \text{for } |z| \le t \\ \text{sign}(z) \cdot t & \text{for } |z| > t \end{cases}\end{split}\]- Parameters:
- zarray_like
1d array
- Returns:
- psi
ndarray The value of the psi function.
- psi