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VW::distributionally_robust::ChiSquared Class Reference

#include <distributionally_robust.h>

Classes

struct  Duals
 

Public Member Functions

 ChiSquared (double _alpha, double _tau, double _wmin=0, double _wmax=std::numeric_limits< double >::infinity(), double _rmin=0, double _rmax=1)
 
bool isValid ()
 
ChiSquaredupdate (double w, double r)
 
double qlb (double w, double r)
 
Duals recompute_duals ()
 
const double & effn ()
 

Static Public Member Functions

static double chisq_onedof_isf (double alpha)
 

Constructor & Destructor Documentation

VW::distributionally_robust::ChiSquared::ChiSquared ( double  _alpha,
double  _tau,
double  _wmin = 0,
double  _wmax = std::numeric_limits<double>::infinity(),
double  _rmin = 0,
double  _rmax = 1 
)
inlineexplicit

Member Function Documentation

static double VW::distributionally_robust::ChiSquared::chisq_onedof_isf ( double  alpha)
static
const double& VW::distributionally_robust::ChiSquared::effn ( )
inline
bool VW::distributionally_robust::ChiSquared::isValid ( )
inline
double VW::distributionally_robust::ChiSquared::qlb ( double  w,
double  r 
)
inline
Duals VW::distributionally_robust::ChiSquared::recompute_duals ( )
ChiSquared& VW::distributionally_robust::ChiSquared::update ( double  w,
double  r 
)
inline

The documentation for this class was generated from the following file: