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