huberloss: Huber Loss

View source: R/Huber.R

huberlossR Documentation

Huber Loss

Description

Huber Loss

Usage

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 April 11, 2023, 6:11 p.m.