statsmodels.robust.norms.LeastSquares.psi_deriv#
- LeastSquares.psi_deriv(z)[source]#
The derivative of the least squares psi function
\[\psi'(z) = 1\]- Parameters:
- zarray_like
1d array
- Returns:
- psi_deriv
ndarray The value of the derivative of the psi function.
- psi_deriv
Notes
Used to estimate the robust covariance matrix.