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statsmodels.robust.norms.TrimmedMean.rho

TrimmedMean.rho(z)[source]

The robust criterion function for least trimmed mean.

Parameters:

z : array-like

1d array

Returns:

rho : array

rho(z) = (1/2.)*z**2 for |z| <= c

rho(z) = 0 for |z| > c

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