Hampel.rho()

statsmodels.robust.norms.Hampel.rho

Hampel.rho(z) [source]

The robust criterion function for Hampel?s estimator

Parameters:	z : array-like 1d array
Returns:	rho : array rho(z) = (1/2.)*z**2 for |z| <= a rho(z) = a*|z| - 1/2.*a**2 for a < |z| <= b rho(z) = a*(c*|z|-(1/2.)*z**2)/(c-b) for b < |z| <= c rho(z) = a*(b + c - a) for |z| > c