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Miha Kralj
2026-02-27 07:48:12 -08:00
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# Pseudo-Huber: Smooth Huber Approximation
# Pseudo-Huber: Smooth Huber Approximation
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Error Metric |
| **Inputs** | Source (close) |
| **Parameters** | `period`, `delta` (default 1.0) |
| **Outputs** | Single series (UNKNOWN) |
| **Output range** | $\geq 0$ |
| **Warmup** | 1 bar |
### TL;DR
- Pseudo-Huber Loss (also called Charbonnier Loss) is a smooth approximation to the Huber loss function.
- Parameterized by `period`, `delta` (default 1.0).
- Output range: $\geq 0$.
- Requires 1 bar of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "All the robustness of Huber, none of the discontinuities."