The psi function for Huber’s t estimator
The analytic derivative of rho
z : array-like
1d array
array :
psi(z) = z for |z| <= t psi(z) = sign(z)*t for |z| > t
scikits.statsmodels.robust.norms.HuberT
scikits.statsmodels.robust.norms.HuberT.psi_deriv
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