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
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