statsmodels.robust.norms.RobustNorm.psi_deriv

RobustNorm.psi_deriv(z)

Derivative of psi. Used to obtain robust covariance matrix

See statsmodels.robust.robust_linear_model.RLM for more information.

Abstract method:

psi_derive = psi’

Parameters:

zarray_like

1d array

Returns:

ndarray

The value of the derivative of the psi function.