statsmodels.robust.norms.StudentT.rho

StudentT.rho(z)

The rho function of the StudentT norm

Parameters:

zarray_like

1d array

Returns:

rhondarray

rho(z) = (c**2 * df / 2.) * log(df + (z / c)**2) - const The const shifts the rho function so that rho(0) = 0.