statsmodels.robust.norms.TukeyBiweight.rho

TukeyBiweight.rho(z)[source]

The robust criterion function for Tukey’s biweight estimator

Parameters:

z : array-like

1d array

Returns:

rho : array

rho(z) = -(1 - (z/c)**2)**3 * c**2/6. for |z| <= R

rho(z) = 0 for |z| > R