statsmodels.robust.norms.TrimmedMean.rho¶

TrimmedMean.rho(z)[source]¶

The robust criterion function for least trimmed mean.

Parameters:¶

zarray_like

1d array

Returns:¶

rhondarray

rho(z) = (1/2.)*z**2 for |z| <= c

rho(z) = (1/2.)*c**2 for |z| > c