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statsmodels.robust.norms.Hampel.rho

Hampel.rho(z)[source]

The robust criterion function for Hampel’s estimator

Parameters:

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

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