statsmodels.robust.norms.HuberT.weights¶

method

HuberT.weights(z)[source]¶

Huber’s t weighting function for the IRLS algorithm

The psi function scaled by z

Parameters

zarray-like: 1d array

Returns

weightsarray

weights(z) = 1 for |z| <= t

weights(z) = t/|z| for |z| > t