statsmodels.robust.norms.TrimmedMean.rho#
- TrimmedMean.rho(z)[source]#
The robust criterion function for least trimmed mean
\[\begin{split}\rho(z) = \begin{cases} \frac{1}{2} z^2 & \text{for } |z| \le c \\ \frac{1}{2} c^2 & \text{for } |z| > c \end{cases}\end{split}\]- Parameters:
- zarray_like
1d array
- Returns:
- rho
ndarray The value of the robust criterion function.
- rho