Interface FirstOrderLossFunctionIfc

    • Method Detail

      • firstOrderLossFunction

        double firstOrderLossFunction​(double x)
        Computes the first order loss function for the function for given value of x, G1(x) = E[max(X-x,0)]
        Parameters:
        x - The value to be evaluated
        Returns:
        The loss function value, E[max(X-x,0)]