statsmodels.robust.norms.TrimmedMean.psi

TrimmedMean.psi(z)

The psi function for least trimmed mean

The analytic derivative of rho

Parameters:

z (array_like) – 1d array

Returns:

psi – psi(z) = z for |z| <= c

psi(z) = 0 for |z| > c

Return type:

ndarray