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statsmodels.robust.norms.AndrewWave.weights

AndrewWave.weights(z)[source]

Andrew’s wave weighting function for the IRLS algorithm

The psi function scaled by z

Parameters:

z : array-like

1d array

Returns:

weights : array

weights(z) = sin(z/a)/(z/a) for |z| <= a*pi

weights(z) = 0 for |z| > a*pi

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