| huberloss {MTE} | R Documentation |
Huber Loss
Description
Huber Loss
Usage
huberloss(r, alpha)
Arguments
r |
residual, y-Xbeta |
alpha |
1/alpha is the huber tuning parameter delta. Larger alpha results in smaller portion of squared loss. |
Value
it returns huber loss that will be called in Huber estimation.
[Package MTE version 1.2 Index]