statsmodels.robust.norms.RamsayE.rho

RamsayE.rho(z)[source]

The robust criterion function for Ramsay’s Ea.

Parameters:z (array-like) – 1d array
Returns:rho – rho(z) = a**-2 * (1 - exp(-a*|z|)*(1 + a*|z|))
Return type:array