statsmodels.robust.norms.Hampel.rho

Hampel.rho(z)[source]

The robust criterion function for Hampel’s estimator

Parameters:
zarray_like

1d array

Returns:
rhondarray

rho(z) = z**2 / 2 for |z| <= a

rho(z) = a*|z| - 1/2.*a**2 for a < |z| <= b

rho(z) = a*(c - |z|)**2 / (c - b) / 2 for b < |z| <= c

rho(z) = a*(b + c - a) / 2 for |z| > c


Last update: Dec 14, 2023