Huber: Huber Loss

In qrmix: Quantile Regression Mixture Models

Description

Evaluates the Huber loss function defined as

f(r)=(1/2)*r^2 if |r|<=c

f(r)=c*(|r|-(1/2)*c) if |r|>c

Usage

Huber(r, c = 1.345)

Arguments

r	a real number or vector.
c	a positive number. If the value is negative, it's absolute value will be used.

Examples

set.seed(1)
x = rnorm(200, mean = 1)
y = Huber(x)
plot(x, y)
abline(h = (1.345)^2/2)

qrmix documentation built on May 2, 2019, 11:04 a.m.