statsmodels.robust.norms.RamsayE.psi¶

RamsayE.psi(z)[source]¶

The psi function for Ramsay’s Ea estimator

The analytic derivative of rho

Parameters:¶

z : array_like¶

1d array

Returns:¶

psi – psi(z) = z*exp(-a*|z|)

Return type:¶

ndarray