loss2 function

Composite Loss Value

Compute composite loss value

loss2(y, f, weights, cfun, dfun, s, delta=0.0001)

Arguments

• y: response variable values
• f: linear predictor values of y. If f is predicted response of model, use function loss3 instead
• weights: observation weights, same length as y
• cfun: integer from 1-8, concave function as in irglm_fit
• dfun: integer from 1-7, convex function as in irglm_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

Returns

Weighted loss values

Details

An internal function. For large s values, the loss can be 0 with cfun=2,3,4, or "acave", "bcave", "ccave".

See Also

loss3

irglm

irglmreg

loss2_irsvm

References

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

Author(s)

Zhu Wang zwang145@uthsc.edu