Huber’s t weighting function for the IRLS algorithm
The psi function scaled by z
z : array-like
1d array
array :
weights(z) = 1 for |z| <= t weights(z) = t/|z| for |z| > t
scikits.statsmodels.robust.norms.HuberT.rho
scikits.statsmodels.robust.norms.LeastSquares
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