statsmodels.robust.norms.TrimmedMean.psi

TrimmedMean.psi(z)[source]

The psi function for least trimmed mean

The analytic derivative of rho

Parameters:
zarray_like

1d array

Returns:
psindarray

psi(z) = z for |z| <= c

psi(z) = 0 for |z| > c


Last update: Mar 18, 2024