KSLCore/ksl.utilities.distributions/SecondOrderLossFunctionIfc

SecondOrderLossFunctionIfc

interface SecondOrderLossFunctionIfc

Represents the 2nd order loss function

Author

rossetti

Inheritors

Functions

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abstract fun secondOrderLossFunction(x: Double): Double

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