statsmodels.robust.norms.HuberT.rho#
- HuberT.rho(z)[source]#
The robust criterion function for Huber’s t estimator
- Parameters:
- zarray_like
1d array
- Returns:
- rho
ndarray The value of the robust criterion function.
\[\begin{split}\rho(z) = \begin{cases} \frac{z^2}{2} & \text{if } \lvert z \rvert \le t \\ \lvert z \rvert t - \frac{t^2}{2} & \text{if } \lvert z \rvert > t \end{cases}\end{split}\]
- rho