statsmodels.robust.norms.AndrewWave.rho

method

AndrewWave.rho(z)

The robust criterion function for Andrew’s wave.

Parameters

zarray-like

1d array

Returns

rhoarray

rho(z) = a*(1-cos(z/a)) for |z| <= a*pi

rho(z) = 2*a for |z| > a*pi