statsmodels.robust.norms.TrimmedMean.psi#
- TrimmedMean.psi(z)[source]#
The psi function for least trimmed mean
The analytic derivative of rho.
- Parameters:
- zarray_like
1d array
- Returns:
- psi
ndarray The value of the psi function.
\[\begin{split}\psi(z) = \begin{cases} z & \text{if } \lvert z \rvert \le c \\ 0 & \text{if } \lvert z \rvert > c \end{cases}\end{split}\]
- psi