huberloss: Huber Loss

Description Usage Arguments Value

View source: R/Huber.R

Description

Huber Loss

Usage

1
huberloss(r, alpha)

Arguments

r

residual, y-Xbeta

alpha

1/alpha is the huber tuning parameter delta. Larger alpha results in smaller portion of squared loss.

Value

it returns huber loss that will be called in Huber estimation.


MTE documentation built on May 2, 2019, 5:57 a.m.

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