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

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

Return type:

ndarray