statsmodels.robust.norms.TrimmedMean.rho

TrimmedMean.rho(z)

The robust criterion function for least trimmed mean.

Parameters:

z (array_like) – 1d array

Returns:

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

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

Return type:

ndarray