psi.huber: Derivative of Huber's loss function.

View source: R/rmargint-fn.R

psi.huberR Documentation

Derivative of Huber's loss function.

Description

This function evaluates the first derivative of Huber's loss function.

Usage

psi.huber(r, k = 1.345)

Arguments

r

A vector of real numbers.

k

A positive tuning constant.

Details

This function evaluates the first derivative of Huber's loss function.

Value

A vector of the same length as r.

Author(s)

Matias Salibian-Barrera, matias@stat.ubc.ca, Alejandra Martinez

Examples

x <- seq(-2, 2, length=10)
psi.huber(r=x, k = 1.5)


rmargint documentation built on Oct. 24, 2023, 1:06 a.m.