statsmodels.robust.norms.HuberT.weights¶

HuberT.weights(z)[source]¶

用于IRLS算法的Huber’s t加权函数

psi 函数按 z 缩放

Parameters:¶

zarray_like

一维数组

Returns:¶

weightsndarray

weights(z) = 1 对于 |z| <= t

weights(z) = t/|z| 对于 |z| > t