statsmodels.robust.norms.AndrewWave.rho

AndrewWave.rho(z)

The robust criterion function for Andrew’s wave.

Parameters:

z : array-like

1d array

Returns:

rho : array

rho(z) = a*(1-cos(z/a)) for |z| <= a*pi

rho(z) = 2*a for |z| > a*pi