loss.gr.squared.error {DPpack} | R Documentation |
Squared error Loss Function Gradient
Description
This function implements the squared error loss gradient with respect to
y.hat used for linear regression in the form required by
EmpiricalRiskMinimizationDP.KST
.
Usage
loss.gr.squared.error(y.hat, y)
Arguments
y.hat |
Vector or matrix of estimated values. |
y |
Vector or matrix of true values. |
Value
Vector or matrix of the squared error loss gradient for each element of y.hat and y.
Examples
y.hat <- c(0.1, 0.88, 0.02)
y <- c(-0.1, 1, .2)
loss.gr.squared.error(y.hat,y)
[Package DPpack version 0.2.2 Index]