statsmodels.robust.norms.TukeyQuartic.rho#
- TukeyQuartic.rho(z)[source]#
The robust criterion function for TukeyQuartic norm
- Parameters:
- zarray_like
1d array
- Returns:
- rho
ndarray The value of the robust criterion function.
\[\begin{split}\rho(z) = \begin{cases} \frac{1}{2} z^2 \left(1 - \frac{4}{k + 2} x^k + \frac{1}{k + 1} x^{2k}\right) & \text{if } \lvert z \rvert \le c \\ \rho(c) & \text{if } \lvert z \rvert > c \end{cases}\end{split}\]where \(x = z / c\).
- rho