KSLCore/ksl.utilities.distributions/ShiftedLossFunctionDistribution

ShiftedLossFunctionDistribution

class ShiftedLossFunctionDistribution(theLossDistribution: LossFunctionDistributionIfc, theShift: Double) : ShiftedDistribution, LossFunctionDistributionIfc, ThirdOrderLossFunctionIfc(source)

Author

rossetti

Parameters

theLossDistribution

the distribution to shift

theShift

the shift

Constructors

ShiftedLossFunctionDistribution

constructor(theLossDistribution: LossFunctionDistributionIfc, theShift: Double)

Functions

firstOrderLossFunction

open override fun firstOrderLossFunction(x: Double): Double

Computes the first order loss function for the function for given value of x, G1(x) = Emax(X-x,0)

secondOrderLossFunction

open override fun secondOrderLossFunction(x: Double): Double

Computes the 2nd order loss function for the distribution function for a given value of x: (1/2)Emax(X-x,0)*max(X-x-1,0) when X is discrete, (1/2)Emax(X-x,0)^2 when X is continuous.

thirdOrderLossFunction

open override fun thirdOrderLossFunction(x: Double): Double

The third order loss function of the shifted distribution.