statsmodels.robust.norms.RamsayE.psi

RamsayE.psi(z)

The psi function for Ramsay’s Ea estimator

The analytic derivative of rho.

Parameters:

zarray_like

1d array

Returns:

psindarray

The value of the psi function.

\[\psi(z) = z \cdot \exp(-a \cdot \lvert z \rvert)\]