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RKUM (version 0.1.1.1)

hulfun: A Huber loss function

Description

Tuning constants of the Huber loss fuction are fixed in different quintiles of the arguments.

Usage

hulfun(x)

Arguments

x

a vector values

Value

a real number

Details

Tuning constants of the Huber fuction is fixed as a median.

References

Md Ashad Alam, Kenji Fukumizu and Yu-Ping Wang (2018), Influence Function and Robust Variant of Kernel Canonical Correlation Analysis, Neurocomputing, Vol. 304 (2018) 12-29.

M. Romanazzi (1992), Influence in canonical correlation analysis, Psychometrika vol 57(2) (1992) 237-259.

See Also

See also as halfun