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statsmodels.robust.norms.TrimmedMean.psi

TrimmedMean.psi(z)[source]

The psi function for least trimmed mean

The analytic derivative of rho

Parameters:

z : array-like

1d array

Returns:

psi : array

psi(z) = z for |z| <= c

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

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