statsmodels.robust.norms.AndrewWave.rho¶

AndrewWave.rho(z)[source]¶

The robust criterion function for Andrew’s wave.

Parameters:¶

zarray_like

1d array

Returns:¶

rhondarray

The elements of rho are defined as:

$$\begin{array}{rl}rho(z)& =a^2\ast (1-cos(z/a)),|z|\le a\pi \\ rho(z)& =2a^2,|z|>a\pi \end{array}$$