statsmodels.robust.norms.HuberT.weights#
- 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:
- weights
ndarray The value of the weighting function.
\[\begin{split}\text{weights}(z) = \begin{cases} 1 & \text{if } \lvert z \rvert \le t \\ \frac{t}{\lvert z \rvert} & \text{if } \lvert z \rvert > t \end{cases}\end{split}\]
- weights