Description Usage Arguments Value Author(s)
The
function loss
computes the sequence of instantaneous losses suffered
by the predictions in x
to predict the observation in y
.
1  loss(x, y, loss.type = "square")

x 
A vector of length 
y 
A vector of length 
loss.type 
A string or a list with a component 'name' specifying the loss function considered to evaluate the performance. It can be 'square', 'absolute', 'percentage', or 'pinball'. In the case of the pinball loss, the quantile can be provided by assigning to loss.type a list of two elements:

A vector of length T
containing the sequence of
instantaneous losses suffered by the prediction x
.
Pierre Gaillard <[email protected]>
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