statsmodels.robust.norms.RamsayE.weights¶
-
RamsayE.weights(z)[source]¶ Ramsay’s Ea weighting function for the IRLS algorithm
The psi function scaled by z
- Parameters
- zarray_like
1d array
- Returns
- weights
ndarray weights(z) = exp(-a*|z|)
- weights
RamsayE.weights(z)[source]¶Ramsay’s Ea weighting function for the IRLS algorithm
The psi function scaled by z
1d array
ndarrayweights(z) = exp(-a*|z|)