statsmodels.robust.norms.RamsayE.rho¶
- RamsayE.rho(z)[source]¶
The robust criterion function for Ramsay’s Ea.
- Parameters:
- zarray_like
1d array
- Returns:
- rho
ndarray rho(z) = a**-2 * (1 - exp(-a*|z|)*(1 + a*|z|))
- rho
The robust criterion function for Ramsay’s Ea.
1d array
ndarrayrho(z) = a**-2 * (1 - exp(-a*|z|)*(1 + a*|z|))