statsmodels.robust.norms.Hampel.rho¶
-
Hampel.rho(z)[source]¶ The robust criterion function for Hampel’s estimator
- Parameters
- zarray_like
1d array
- Returns
- rho
ndarray rho(z) = (1/2.)*z**2 for |z| <= a
rho(z) = a*|z| - 1/2.*a**2 for a < |z| <= b
rho(z) = a*(c*|z|-(1/2.)*z**2)/(c-b) for b < |z| <= c
rho(z) = a*(b + c - a) for |z| > c
- rho