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


Last update: Dec 16, 2024