Login Register

TrimmedMean.rho()

statsmodels.robust.norms.TrimmedMean.rho

TrimmedMean.rho(z) [source]

The robust criterion function for least trimmed mean.

Parameters:

z : array-like

1d array

Returns:

rho : array

rho(z) = (1/2.)*z**2 for |z| <= c

rho(z) = 0 for |z| > c

Links:

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

doc_statsmodels

2017-01-18 16:20:46

Comments

Leave a Comment

Please login to continue.

Popular Articles

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

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

TukeyBiweight.rho() statsmodels.robust.norms.TukeyBiweight.rho TukeyBiweight.rho(z) [source] The robust criterion function for Tukey?s biweight estimator Parameters:

TrimmedMean.psi() statsmodels.robust.norms.TrimmedMean.psi TrimmedMean.psi(z) [source] The psi function for least trimmed mean The analytic derivative of rho Parame