loss2 {mpath} | R Documentation |
Composite Loss Value
Description
Compute composite loss value
Usage
loss2(y, f, weights, cfun, dfun, s, delta=0.0001)
Arguments
y |
response variable values |
f |
linear predictor values of |
weights |
observation weights, same length as |
cfun |
integer from 1-8, concave function as in |
dfun |
integer from 1-7, convex function as in |
s |
tuning parameter of |
delta |
a small positive number provided by user only if |
Details
An internal function. For large s
values, the loss can be 0 with cfun=2,3,4
, or "acave", "bcave", "ccave".
Value
Weighted loss values
Author(s)
Zhu Wang <zwang145@uthsc.edu>
References
Zhu Wang (2024) Unified Robust Estimation, Australian & New Zealand Journal of Statistics. 66(1):77-102.
See Also
loss3
irglm
irglmreg
loss2_irsvm
[Package mpath version 0.4-2.26 Index]