statsmodels.robust.norms.HuberT.rho

HuberT.rho(z)

The robust criterion function for Huber’s t.

Parameters:

z (array_like) – 1d array

Returns:

rho – rho(z) = .5*z**2 for |z| <= t

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

Return type:

ndarray