MallowsL2ScoringModel

This scoring model represents the Mallows L2 distance between the theoretical probabilities and the observed probabilities based on a histogram of the data. The break points for the histogram are specified by PDFModeler.equalizedCDFBreakPoints()

The Mallows L2 distance is the square root of the mean squared error for the theoretical versus the observed probabilities.

See: http://luthuli.cs.uiuc.edu/~daf/courses/Opt-2017/Combinatorialpapers/EMD.pdf

Constructors

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constructor()

Properties

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open override val allowLowerLimitAdjustment: Boolean = true

Indicates if the lower limit of the domain may be adjusted during scaling processes

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open override val allowUpperLimitAdjustment: Boolean = true

Indicates if the upper limit of the domain may be adjusted during scaling processes

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open override var description: String?
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open override var direction: MetricIfc.Direction
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override val domain: Interval
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open override val name: String
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open override var unitsOfMeasure: String?

Functions

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open fun badScore(): Score

Returns a valid score that has the worst possible value according to the direction of the meaning of better.

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open fun metricData(modaName: String, weight: Double): MetricData

Returns an instance of MetricData based on (modaName, weight)

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open override fun newInstance(): MallowsL2ScoringModel
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open override fun score(data: DoubleArray, cdf: ContinuousDistributionIfc): Score
fun score(data: DoubleArray, parameters: RVParameters): Score
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open override fun toString(): String