statsmodels.robust.norms.RamsayE.rho#
- RamsayE.rho(z)[source]#
The robust criterion function for Ramsay’s Ea
- Parameters:
- zarray_like
1d array
- Returns:
- rho
ndarray The value of the robust criterion function.
\[\rho(z) = a^{-2} \cdot (1 - \exp(-a \lvert z \rvert ) \cdot (1 + a \lvert z \rvert))\]
- rho