statsmodels.robust.norms.HuberT.rho¶

HuberT.rho(z)[source]¶

The robust criterion function for Huber’s t.

Parameters:¶

z : array_like¶

1d array

Returns:¶

rho – rho(z) = .5*z**2 for |z| <= t

rho(z) = |z|*t - .5*t**2 for |z| > t

Return type:¶

ndarray