statsmodels.robust.norms.RamsayE.psi

RamsayE.psi(z)[source]

The psi function for Ramsay’s Ea estimator

The analytic derivative of rho

Parameters:
zarray_like

1d array

Returns:
psindarray

psi(z) = z*exp(-a*|z|)


Last update: Oct 03, 2024