psi.huber {rmargint} | R Documentation |
Derivative of Huber's loss function.
Description
This function evaluates the first derivative of Huber's loss function.
Usage
psi.huber(r, k = 1.345)
Arguments
r |
A vector of real numbers. |
k |
A positive tuning constant. |
Details
This function evaluates the first derivative of Huber's loss function.
Value
A vector of the same length as r
.
Author(s)
Matias Salibian-Barrera, matias@stat.ubc.ca, Alejandra Martinez
Examples
x <- seq(-2, 2, length=10)
psi.huber(r=x, k = 1.5)
[Package rmargint version 2.0.3 Index]