loss | R Documentation |
The
function loss
computes the sequence of instantaneous losses suffered
by the predictions in x
to predict the observation in y
.
loss( x, y, pred = NULL, loss.type = list(name = "square"), loss.gradient = FALSE )
x |
|
y |
|
pred |
|
loss.type |
|
loss.gradient |
|
A vector of length T
containing the sequence of
instantaneous losses suffered by the expert previsions (x) or the gradient computed on the aggregated previsions (pred).
Pierre Gaillard <pierre@gaillard.me>
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