FIX huber estimator problem (#98)

* fix huber estimator problem

* Add regression test and remove unused finite check

* black reformat

* fix typo

* capture warning for regression test

Author: TimotheeMathieu

sklearn_extra/robust/mean_estimators.py

@@ -121,8 +121,7 @@ def psisx(x, c):
         res = np.zeros(len(x))
         mask = np.abs(x) <= c
         res[mask] = 1
-        res[~mask] = (c / np.abs(x))[~mask]
-        res[~np.isfinite(x)] = 0
+        res[~mask] = c / np.abs(x[~mask])
         return res
 
     # Run the iterative reweighting algorithm to compute M-estimator.

sklearn_extra/robust/tests/test_mean_estimators.py

@@ -1,4 +1,5 @@
 import numpy as np
+import pytest
 
 from sklearn_extra.robust.mean_estimators import median_of_means, huber
 
@@ -21,3 +22,10 @@ def test_mom():
         sample_cor = sample
         sample_cor[:num_out] = np.inf
         assert np.abs(median_of_means(sample_cor, num_out, rng)) < 2
+
+
+def test_huber():
+    X = np.hstack([np.zeros(90), np.ones(10)])
+    with pytest.warns(None) as record:
+        huber(X)
+    assert len(record) == 0