scikits.statsmodels.robust.norms.AndrewWave.weights

AndrewWave.weights(z)

Andrew’s wave weighting function for the IRLS algorithm

The psi function scaled by z

Parameters :

z : array-like

1d array

Returns :

array :

Notes

The weighting function for Andrews wave is defined as

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

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