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statsmodels.robust.norms.TukeyBiweight.weights

TukeyBiweight.weights(z)[source]

Tukey’s biweight weighting function for the IRLS algorithm

The psi function scaled by z

Parameters:

z : array-like

1d array

Returns:

weights : array

psi(z) = (1 - (z/c)**2)**2 for |z| <= R

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

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