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

psi(z) = a * sin(z/a) for |z| <= a*pi

psi(z) = 0 for |z| > a*pi


Last update: Dec 14, 2023