statsmodels.robust.norms.RamsayE.rho

RamsayE.rho(z)

The robust criterion function for Ramsay’s Ea.

Parameters:

z (array_like) – 1d array

Returns:

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

Return type:

ndarray