statsmodels.robust.norms.HuberT.rho¶
-
HuberT.rho(z)[source]¶ The robust criterion function for Huber’s t.
- Parameters
- zarray_like
1d array
- Returns
- rho
ndarray rho(z) = .5*z**2 for |z| <= t
rho(z) = |z|*t - .5*t**2 for |z| > t
- rho
HuberT.rho(z)[source]¶The robust criterion function for Huber’s t.
1d array
ndarrayrho(z) = .5*z**2 for |z| <= t
rho(z) = |z|*t - .5*t**2 for |z| > t