AppreciateDepreciateSequence

constructor(appreciationFactor: Double, depreciationFactor: Double, initialLambda: Double = 1.0)(source)

Parameters

appreciationFactor

a: the growth factor applied when S is greater than 0; must be greater than 1

depreciationFactor

d: the decay factor applied when S is at most 0; must be in (0, 1)

initialLambda

the starting penalty value; must be positive and finite