statsmodels.robust.norms.StudentT.psi_deriv#
- StudentT.psi_deriv(z)[source]#
The derivative of the psi function of the StudentT norm
- Parameters:
- zarray_like
1d array
- Returns:
- psi_deriv
ndarray psi_deriv(z) = -2 * df * x**2 / (df + x**2)**2 + df / (df + x**2) where
x = z / c.
- psi_deriv
Notes
Used to estimate the robust covariance matrix.