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