The psi function for Hampel’s estimator
The analytic derivative of rho
z : array-like
1d array
array :
psi(z) = z for |z| <= a psi(z) = a*sign(z) for a < |z| <= b psi(z) = a*sign(z)*(c - |z|)/(c-b) for b < |z| <= c psi(z) = 0 for |z| > c
scikits.statsmodels.robust.norms.Hampel
scikits.statsmodels.robust.norms.Hampel.psi_deriv
Enter search terms or a module, class or function name.