statsmodels.robust.norms.TrimmedMean.psi¶

TrimmedMean.psi(z)[source]¶

The psi function for least trimmed mean

The analytic derivative of rho

Parameters:¶

z : array_like¶

1d array

Returns:¶

psi – psi(z) = z for |z| <= c

psi(z) = 0 for |z| > c

Return type:¶

ndarray