statsmodels.robust.norms.TukeyBiweight.psi#

TukeyBiweight.psi(z)[source]#

The psi function for Tukey’s biweight estimator

The analytic derivative of rho.

Parameters:
zarray_like

1d array

Returns:
psindarray

The value of the psi function.

\[\begin{split}\psi(z) = \begin{cases} z \cdot (1 - (\frac{z}{c})^2)^2 & \text{if } \lvert z \rvert \le c \\ 0 & \text{if } \lvert z \rvert > c \end{cases}\end{split}\]