statsmodels.robust.norms.AndrewWave.rho¶

AndrewWave.rho(z)[source]¶

The robust criterion function for Andrew’s wave.

Parameters:¶

z : array_like¶

1d array

Returns:¶

rho – The elements of rho are defined as:

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

Return type:¶

ndarray