statsmodels.robust.norms.RamsayE.rho¶

RamsayE.rho(z)[source]¶

The robust criterion function for Ramsay’s Ea.

\[\rho(z) = a^{-2} (1 - \exp(-a|z|)(1 + a|z|))\]

Parameters:¶

zarray_like

1d array

Returns:¶

rhondarray

The value of the robust criterion function.