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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

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