loss2_irsvm {mpath}

Composite Loss Value for epsilon-insensitive Type

Description

Compute composite loss value for epsilon-insensitive type function

Usage

loss2_irsvm(y, f, weights, cfun, dfun, s, eps, delta=0.0001)

Arguments

y

response variable values

f

fitted values of y

weights

observation weights, same length as y

cfun

integer from 1-8, concave function as in irsvm_fit

dfun

integer value, only dfun=2 is implemented for now. Convex function as in irsvm_fit

s

tuning parameter of cfun. s > 0 and can be equal to 0 for cfun="tcave".

delta

a small positive number provided by user only if cfun="gcave" and 0 < s <1

eps

non-negative parameter for epsilon-insensitive loss

Details

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 <[e-mail]>

References

Zhu Wang (2024) Unified Robust Estimation, Australian & New Zealand Journal of Statistics. 66(1):77-102.

See Also

irglmreg, loss2