Package jsl.utilities.distributions

Class ShiftedLossFunctionDistribution

java.lang.Object

jsl.utilities.distributions.Distribution

jsl.utilities.distributions.ShiftedDistribution

jsl.utilities.distributions.ShiftedLossFunctionDistribution

All Implemented Interfaces:

ControllableIfc, CDFIfc, DistributionFunctionIfc, DistributionIfc, FirstOrderLossFunctionIfc, InverseCDFIfc, LossFunctionDistributionIfc, MeanIfc, SecondOrderLossFunctionIfc, VarianceIfc, GetNameIfc, IdentityIfc, NewInstanceIfc, ParametersIfc, GetRVariableIfc

public class ShiftedLossFunctionDistribution
extends ShiftedDistribution
implements LossFunctionDistributionIfc

Nested Class Summary

Nested classes/interfaces inherited from class jsl.utilities.distributions.Distribution

Distribution.RandomControls

Field Summary

Fields inherited from class jsl.utilities.distributions.ShiftedDistribution

myDistribution, myLossFunctionDistribution, myShift

Fields inherited from class jsl.utilities.distributions.Distribution

myId, myName

Constructor Summary

Constructors

Constructor	Description
ShiftedLossFunctionDistribution(LossFunctionDistributionIfc distribution, double shift)

Method Summary

Modifier and Type	Method	Description
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)]
static void	main(java.lang.String[] args)
double	secondOrderLossFunction(double x)	Computes the 2nd order loss function for the distribution function for given value of x, G2(x) = (1/2)E[max(X-x,0)*max(X-x-1,0)]

Methods inherited from class jsl.utilities.distributions.ShiftedDistribution

cdf, getMean, getParameters, getRandomVariable, getVariance, invCDF, newInstance, setDistribution, setParameters, setShift, thirdOrderLossFunction

Methods inherited from class jsl.utilities.distributions.Distribution

getControls, getId, getName, getStandardDeviation, inverseContinuousCDFViaBisection, inverseContinuousCDFViaBisection, inverseDiscreteCDFViaSearchUp, setControls, setId, setName, toString

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Methods inherited from interface jsl.utilities.distributions.CDFIfc

cdf, cdf, complementaryCDF

Methods inherited from interface jsl.utilities.random.rvariable.GetRVariableIfc

getRandomVariable, getRandomVariable

Methods inherited from interface jsl.utilities.distributions.InverseCDFIfc

invCDF

Methods inherited from interface jsl.utilities.distributions.MeanIfc

getMean

Methods inherited from interface jsl.utilities.distributions.VarianceIfc

getStandardDeviation, getVariance

Constructor Detail

ShiftedLossFunctionDistribution

public ShiftedLossFunctionDistribution(LossFunctionDistributionIfc distribution,
                                       double shift)

Parameters:

distribution - the distribution to shift

shift - the shift

Method Detail

firstOrderLossFunction

public double firstOrderLossFunction(double x)

Description copied from interface: FirstOrderLossFunctionIfc

Computes the first order loss function for the function for given value of x, G1(x) = E[max(X-x,0)]

Specified by:

firstOrderLossFunction in interface FirstOrderLossFunctionIfc

Overrides:

firstOrderLossFunction in class ShiftedDistribution

Parameters:

x - The value to be evaluated

Returns:

The loss function value, E[max(X-x,0)]

secondOrderLossFunction

public double secondOrderLossFunction(double x)

Description copied from interface: SecondOrderLossFunctionIfc

Computes the 2nd order loss function for the distribution function for given value of x, G2(x) = (1/2)E[max(X-x,0)*max(X-x-1,0)]

Specified by:

secondOrderLossFunction in interface SecondOrderLossFunctionIfc

Overrides:

secondOrderLossFunction in class ShiftedDistribution

Parameters:

x - The value to be evaluated

Returns:

The loss function value, (1/2)E[max(X-x,0)*max(X-x-1,0)]

main

public static void main(java.lang.String[] args)