RamsayE.rho()

statsmodels.robust.norms.RamsayE.rho

RamsayE.rho(z) [source]

The robust criterion function for Ramsay’s Ea.

Parameters:

Parameters:	z : array-like 1d array
Returns:	rho : array rho(z) = a*-2 (1 - exp(-a\|z\|)(1 + a*\|z\|))

z : array-like

1d array

Returns:

rho : array

rho(z) = a**-2 * (1 - exp(-a*|z|)*(1 + a*|z|))

© 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.RamsayE.rho.html