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:

\[\begin{split}rho(z) & = a^2 *(1-cos(z/a)), |z| \leq a\pi \\ rho(z) & = 2a^2, |z|>a\pi\end{split}\]