statsmodels.robust.norms.HuberT.psi¶

HuberT.psi(z)[source]¶

The psi function for Huber’s t estimator

The analytic derivative of rho

Parameters:¶

z : array_like¶

1d array

Returns:¶

psi – psi(z) = z for |z| <= t

psi(z) = sign(z)*t for |z| > t

Return type:¶

ndarray