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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

Returns:

rho : array

rho(z) = .5*z**2 for |z| <= t

rho(z) = |z|*t - .5*t**2 for |z| > t

Links:

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

doc_statsmodels

2017-01-18 16:10:23

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