loss2 | R Documentation |
Compute composite loss value
loss2(y, f, weights, cfun, dfun, s, delta=0.0001)
y |
response variable values |
f |
linear predictor values of |
weights |
observation weights, same length as |
cfun |
integer from 1-8, concave function as in |
dfun |
integer from 1-7, convex function as in |
s |
tuning parameter of |
delta |
a small positive number provided by user only if |
An internal function. For large s
values, the loss can be 0 with cfun=2,3,4
, or "acave", "bcave", "ccave".
Weighted loss values
Zhu Wang <zwang145@uthsc.edu>
Zhu Wang (2024) Unified Robust Estimation, Australian & New Zealand Journal of Statistics. 66(1):77-102.
loss3
irglm
irglmreg
loss2_irsvm
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