update_wt

regression

classification

Algorithms compute robust estimators for loss functions in the concave convex (CC) family by the iteratively reweighted convex optimization (IRCO), an extension of the iteratively reweighted least squares (IRLS). The IRCO reduces the weight of the observation that leads to a large loss; it also provides weights to help identify outliers. Applications include robust (penalized) generalized linear models and robust support vector machines. The package also contains penalized Poisson, negative binomial, zero-inflated Poisson, zero-inflated negative binomial regression models and robust models with non-convex loss functions. Wang et al. (2014) <doi:10.1002/sim.6314>,
Wang et al. (2015) <doi:10.1002/bimj.201400143>,
Wang et al. (2016) <doi:10.1177/0962280214530608>,
Wang (2021) <doi:10.1007/s11749-021-00770-2>,
Wang (2020) <arXiv:2010.02848>.

Zhu Wang

mpath

Regularized Linear Models

update_wt function

<dl> <dt>y</dt>
<dd>input value of response variable</dd> <dt>ypre</dt>
<dd>predicted value of response variable</dd> <dt>weights</dt>
<dd>optional numeric vector of weights.</dd> <dt>cfun</dt>
<dd>integer from 1-8, concave function as in <code>irglm_fit</code></dd> <dt>dfun</dt>
<dd>integer value, convex function as in <code>irglm_fit</code></dd> <dt>s</dt>
<dd>a numeric value, see details in <code>irglm_fit</code></dd> <dt>delta</dt>
<dd>a positive small value, see details in <code>irglm_fit</code></dd></dl>

Arguments

Zhu Wang &lt;zwang145@uthsc.edu&gt;

Author

Compute weight value — update_wt

<dl>

 <dt>y</dt>
<dd>input value of response variable</dd>

 <dt>ypre</dt>
<dd>predicted value of response variable</dd>

 <dt>weights</dt>
<dd>optional numeric vector of weights.</dd>

 <dt>cfun</dt>
<dd>integer from 1-8, concave function as in <code>irglm_fit</code></dd>

 <dt>dfun</dt>
<dd>integer value, convex function as in <code>irglm_fit</code></dd>

 <dt>s</dt>
<dd>a numeric value, see details in <code>irglm_fit</code></dd>

 <dt>delta</dt>
<dd>a positive small value, see details in <code>irglm_fit</code></dd>

</dl>

update_wt: Compute weight value

Description

Usage

Value

Arguments

Author

References

See Also