statsmodels.robust.norms.HuberT.psi_deriv

HuberT.psi_deriv(z)

Derivative of the Huber T psi function.

Parameters:

zarray_like

Input residual values.

Returns:

ndarray

The value of the derivative of the psi function. Indicator values equal to 1 when |z| <= t and 0 otherwise.

Notes

Used when computing the robust covariance matrix in robust linear models.