Tilted Huber norm function

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Description

Huber norm approximation to the tilted absolute value function.

Usage

1
tilted.huber(x, tau, eps)

Arguments

x

numeric vector.

tau

desired tau-quantile.

eps

epsilon value used in huber and related functions.

See Also

huber, tilted.abs, tilted.huber.prime

Examples

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x <- seq(-10, 10, length = 100)
plot(x, tilted.huber(x, tau = 0.75, eps = 1))