tilted.huber: Tilted Huber norm function

Description Usage Arguments See Also Examples

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

1
2
x <- seq(-10, 10, length = 100)
plot(x, tilted.huber(x, tau = 0.75, eps = 1))


Search within the qrnn package
Search all R packages, documentation and source code

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.