statsmodels.robust.norms.HuberT.weights¶

HuberT.weights(z)[source]¶

Huber’s t weighting function for the IRLS algorithm

The psi function scaled by z

Parameters:¶

z : array_like¶

1d array

Returns:¶

weights – weights(z) = 1 for |z| <= t

weights(z) = t/|z| for |z| > t

Return type:¶

ndarray