statsmodels.robust.norms.RamsayE.rho¶

RamsayE.rho(z)[source]¶

The robust criterion function for Ramsay’s Ea.

Parameters:¶

zarray_like

1d array

Returns:¶

rhondarray

rho(z) = a**-2 * (1 - exp(-a*|z|)*(1 + a*|z|))