statsmodels.robust.norms.HuberT.weights¶
- HuberT.weights(z)[source]¶
Huber’s t weighting function for the IRLS algorithm.
The psi function scaled by z.
\[\begin{split}w(z) = \begin{cases} 1 & \text{for } |z| \le t \\ t/|z| & \text{for } |z| > t \end{cases}\end{split}\]- Parameters:¶
- zarray_like
1d array
- Returns:¶
- weights
ndarray The value of the weighting function.
- weights