Smoothed check loss

Source: R/loss_functions.R

Calculate the smoothed check loss.

smooth_check_loss(x, tau, h = 0.1, kernel = "Gaussian")

Arguments

x

(numeric())
A vector.

tau

(numeric(1L))
A quantile.

h

(numeric(1L))
The bandwith for smoothing.

kernel

(character(1L))
The kernel for smoothing.

Value

The average smoothed check loss.