The psi function for Hampel’s estimator
The analytic derivative of rho
1d array
ndarray
psi(z) = z for |z| <= a
psi(z) = a*sign(z) for a < |z| <= b
psi(z) = a*sign(z)*(c - |z|)/(c-b) for b < |z| <= c
psi(z) = 0 for |z| > c
Hampel.psi