Derivative of Huber's loss function.

This function evaluates the first derivative of Huber's loss function.

psi.huber(r, k = 1.345)

Arguments

r	a vector of real numbers
k	a positive tuning constant.

Value

A vector of the same length as x.

Details

This function evaluates the first derivative of Huber's loss function.

Author

Matias Salibian-Barrera, matias@stat.ubc.ca, Alejandra Martinez

Examples

x <- seq(-2, 2, length=10)
psi.huber(r=x, k = 1.5)
#>  [1] -1.5000000 -1.5000000 -1.1111111 -0.6666667 -0.2222222  0.2222222
#>  [7]  0.6666667  1.1111111  1.5000000  1.5000000