statsmodels.robust.norms.HuberT.psi

method

HuberT.psi(z)

The psi function for Huber’s t estimator

The analytic derivative of rho

Parameters

zarray-like

1d array

Returns

psiarray

psi(z) = z for |z| <= t

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