statsmodels.robust.norms.AndrewWave.rho#
- AndrewWave.rho(z)[source]#
The robust criterion function for Andrew’s wave
- Parameters:
- zarray_like
1d array
- Returns:
- rho
ndarray The value of the robust criterion function.
\[\begin{split}\rho(z) = \begin{cases} a^2 \cdot (1 - \cos(\frac{z}{a})) & \text{if } \lvert z \rvert \le a\pi \\ 2a^2 & \text{if } \lvert z \rvert > a\pi \end{cases}\end{split}\]
- rho