statsmodels.robust.norms.TrimmedMean.psi_deriv
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TrimmedMean.psi_deriv(z)[source] -
The derivative of least trimmed mean psi function
Notes
Used to estimate the robust covariance matrix.
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.robust.norms.TrimmedMean.psi_deriv.html
