Login Register

RamsayE.rho()

statsmodels.robust.norms.RamsayE.rho

RamsayE.rho(z) [source]

The robust criterion function for Ramsay?s Ea.

Parameters:

z : array-like

1d array

Returns:

rho : array

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

Links:

http://statsmodels.sourceforge.net/stable/generated/statsmodels.robust.norms.RamsayE.rho.html

doc_statsmodels

2017-01-18 16:14:44

Comments

Leave a Comment

Please login to continue.

Popular Articles

RamsayE.psi() statsmodels.robust.norms.RamsayE.psi RamsayE.psi(z) [source] The psi function for Ramsay?s Ea estimator The analytic derivative of rho Parameters:

RobustNorm.rho() statsmodels.robust.norms.RobustNorm.rho RobustNorm.rho(z) [source] The robust criterion estimator function. Abstract method: -2 loglike used in M-

HuberT.rho() statsmodels.robust.norms.HuberT.rho HuberT.rho(z) [source] The robust criterion function for Huber?s t. Parameters: z : array-like 1d array Re

TrimmedMean.rho() statsmodels.robust.norms.TrimmedMean.rho TrimmedMean.rho(z) [source] The robust criterion function for least trimmed mean. Parameters: z : array-

LeastSquares.rho() statsmodels.robust.norms.LeastSquares.rho LeastSquares.rho(z) [source] The least squares estimator rho function Parameters: z : array 1d array