statsmodels.robust.norms.TrimmedMean.rho#
- TrimmedMean.rho(z)[source]#
The robust criterion function for least trimmed mean
- Parameters:
- zarray_like
1d array
- Returns:
- rho
ndarray The value of the robust criterion function.
\[\begin{split}\rho(z) = \begin{cases} \frac{z^2}{2} & \text{if } \lvert z \rvert \le c \\ \frac{c^2}{2} & \text{if } \lvert z \rvert > c \end{cases}\end{split}\]
- rho