computeRobustLoss: Compute Robust Loss (Internal)

In srlars: Fast and Scalable Cellwise-Robust Ensemble

Compute Robust Loss (Internal)

Description

Scores validation residuals with the requested loss (mse, trimmed, or huber). Extracted from computeCVError so the same loss formulas can be reused by the outer cross-validation loop in cv.srlars.

Usage

computeRobustLoss(r_val, r_train, cv_loss)

Arguments

r_val	Numeric vector of validation residuals.
r_train	Numeric vector of training residuals, used only to set the scale for the Huber loss. Ignored for cv_loss = "mse" or "trimmed".
cv_loss	Character. Loss function: "huber", "trimmed", or "mse".

Value

Numeric. The scalar loss value.

srlars documentation built on Sept. 23, 2026, 5:10 p.m.