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Public Member Functions | Static Public Member Functions | Friends | List of all members
VW::estimators::chi_squared Class Reference

#include <distributionally_robust.h>

Public Member Functions

 chi_squared (double _alpha, double _tau, double _wmin=0.0, double _wmax=std::numeric_limits< double >::infinity(), double _rmin=0.0, double _rmax=1.0)
 
bool is_valid () const
 
chi_squaredupdate (double w, double r)
 
double qlb (double w, double r, double sign)
 
void reset (double _alpha, double _tau)
 
double lower_bound_and_update ()
 
double get_phi () const
 
VW::details::ScoredDual cressieread_duals (double r, double sign, double phi) const
 
double cressieread_bound (double r, double sign, double phi) const
 
double cressieread_lower_bound () const
 
double cressieread_upper_bound () const
 
VW::details::ScoredDual recompute_duals ()
 
const double & effn ()
 
void save_load (io_buf &model_file, bool read, bool text, const char *name)
 

Static Public Member Functions

static double chisq_onedof_isf (double alpha)
 

Friends

size_t VW::model_utils::read_model_field (io_buf &, VW::estimators::chi_squared &)
 
size_t VW::model_utils::write_model_field (io_buf &, const VW::estimators::chi_squared &, const std::string &, bool)
 

Constructor & Destructor Documentation

◆ chi_squared()

VW::estimators::chi_squared::chi_squared ( double  _alpha,
double  _tau,
double  _wmin = 0.0,
double  _wmax = std::numeric_limits< double >::infinity(),
double  _rmin = 0.0,
double  _rmax = 1.0 
)
explicit

Member Function Documentation

◆ chisq_onedof_isf()

static double VW::estimators::chi_squared::chisq_onedof_isf ( double  alpha)
static

◆ cressieread_bound()

double VW::estimators::chi_squared::cressieread_bound ( double  r,
double  sign,
double  phi 
) const

◆ cressieread_duals()

VW::details::ScoredDual VW::estimators::chi_squared::cressieread_duals ( double  r,
double  sign,
double  phi 
) const

◆ cressieread_lower_bound()

double VW::estimators::chi_squared::cressieread_lower_bound ( ) const

◆ cressieread_upper_bound()

double VW::estimators::chi_squared::cressieread_upper_bound ( ) const

◆ effn()

const double & VW::estimators::chi_squared::effn ( )
inline

◆ get_phi()

double VW::estimators::chi_squared::get_phi ( ) const

◆ is_valid()

bool VW::estimators::chi_squared::is_valid ( ) const

◆ lower_bound_and_update()

double VW::estimators::chi_squared::lower_bound_and_update ( )

◆ qlb()

double VW::estimators::chi_squared::qlb ( double  w,
double  r,
double  sign 
)

◆ recompute_duals()

VW::details::ScoredDual VW::estimators::chi_squared::recompute_duals ( )

◆ reset()

void VW::estimators::chi_squared::reset ( double  _alpha,
double  _tau 
)

◆ save_load()

void VW::estimators::chi_squared::save_load ( io_buf model_file,
bool  read,
bool  text,
const char *  name 
)

◆ update()

chi_squared & VW::estimators::chi_squared::update ( double  w,
double  r 
)

Friends And Related Function Documentation

◆ VW::model_utils::read_model_field

◆ VW::model_utils::write_model_field

size_t VW::model_utils::write_model_field ( io_buf ,
const VW::estimators::chi_squared ,
const std::string &  ,
bool   
)
friend

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