statsmodels.robust.norms.TrimmedMean.psi#

TrimmedMean.psi(z)[source]#

The psi function for least trimmed mean

The analytic derivative of rho.

\[\begin{split}\psi(z) = \begin{cases} z & \text{for } |z| \le c \\ 0 & \text{for } |z| > c \end{cases}\end{split}\]
Parameters:
zarray_like

1d array

Returns:
psindarray

The value of the psi function.