scikits.statsmodels.robust.norms.HuberT.rho

HuberT.rho(z)

The robust criterion function for Huber’s t.

Parameters:

z : array-like

1d array

Returns:

array :

rho(z) = .5*z**2 for |z| <= t rho(z_ = |z|*t - .5*t**2 for |z| > t

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