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:
- zarray_like
1d array
- Returns:
- weights
ndarray The value of the weighting function.
\[\begin{split}\text{weights}(z) = \begin{cases} \frac{a}{z} \cdot \sin(\frac{z}{a}) & \text{if } \lvert z \rvert \le a\pi \\ 0 & \text{if } \lvert z \rvert > a\pi \end{cases}\end{split}\]
- weights