statsmodels.robust.norms.RamsayE.rho

RamsayE.rho(z)[source]

The robust criterion function for Ramsay’s Ea.

Parameters:
zarray_like

1d array

Returns:
rhondarray

rho(z) = a**-2 * (1 - exp(-a*|z|)*(1 + a*|z|))


Last update: Oct 03, 2024