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