statsmodels.robust.norms.MQuantileNorm.psi_deriv¶

MQuantileNorm.psi_deriv(z)[source]¶

The derivative of MQuantileNorm function

Parameters:¶

z : array_like¶

1d array

Returns:¶

psi_deriv

Return type:¶

ndarray

Notes

Used to estimate the robust covariance matrix.