statsmodels.robust.norms.AndrewWave.psi#

AndrewWave.psi(z)[source]#

The psi function for Andrew’s wave

The analytic derivative of rho.

Parameters:
zarray_like

1d array

Returns:
psindarray

The value of the psi function.

\[\begin{split}\psi(z) = \begin{cases} a \cdot \sin(\frac{z}{a}) & \text{if } \lvert z \rvert \le a\pi \\ 0 & \text{if } \lvert z \rvert > a\pi \end{cases}\end{split}\]