statsmodels.robust.norms.TukeyBiweight.rho#

TukeyBiweight.rho(z)[source]#

The robust criterion function for Tukey’s biweight estimator

Parameters:
zarray_like

1d array

Returns:
rhondarray

The value of the robust criterion function.

\[\begin{split}\rho(z) = \begin{cases} \frac{c^2}{6}\left(1 - \left(1 - (\frac{z}{c})^2\right)^3\right) & \text{if } \lvert z \rvert \le c \\ \frac{c^2}{6} & \text{if } \lvert z \rvert > c \end{cases}\end{split}\]