statsmodels.robust.norms.RamsayE.weights#
- RamsayE.weights(z)[source]#
Ramsay’s Ea 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.
\[\text{weights}(z) = \exp(-a \cdot \lvert z \rvert)\]
- weights