Hampel.rho()

statsmodels.robust.norms.Hampel.rho

Hampel.rho(z) [source]

The robust criterion function for Hampel’s estimator

Parameters:

Parameters:	z : array-like 1d array
Returns:	rho : array rho(z) = (1/2.)z2 for \|z\| <= a rho(z) = a\|z\| - 1/2.a2 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

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

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.robust.norms.Hampel.rho.html