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Public Member Functions | Public Attributes | List of all members
VW::estimators::confidence_sequence Class Reference

#include <confidence_sequence.h>

Public Member Functions

 confidence_sequence (double alpha=VW::details::CS_DEFAULT_ALPHA, double rmin_init=0.0, double rmax_init=1.0, bool adjust=true)
 
void update (double w, double r, double p_drop=0.0, double n_drop=-1.0)
 
void persist (metric_sink &, const std::string &) const
 
void reset_stats ()
 
float lower_bound () const
 
float upper_bound () const
 

Public Attributes

double alpha
 
double rmin_init
 
double rmax_init
 
bool adjust
 
double rmin
 
double rmax
 
double eta
 
double s
 
int t
 
VW::details::incremental_f_sum sumwsqrsq
 
VW::details::incremental_f_sum sumwsqr
 
VW::details::incremental_f_sum sumwsq
 
VW::details::incremental_f_sum sumwr
 
VW::details::incremental_f_sum sumw
 
VW::details::incremental_f_sum sumwrxhatlow
 
VW::details::incremental_f_sum sumwxhatlow
 
VW::details::incremental_f_sum sumxhatlowsq
 
VW::details::incremental_f_sum sumwrxhathigh
 
VW::details::incremental_f_sum sumwxhathigh
 
VW::details::incremental_f_sum sumxhathighsq
 
uint64_t update_count
 
double last_w
 
double last_r
 

Constructor & Destructor Documentation

◆ confidence_sequence()

VW::estimators::confidence_sequence::confidence_sequence ( double  alpha = VW::details::CS_DEFAULT_ALPHA,
double  rmin_init = 0.0,
double  rmax_init = 1.0,
bool  adjust = true 
)

Member Function Documentation

◆ lower_bound()

float VW::estimators::confidence_sequence::lower_bound ( ) const

◆ persist()

void VW::estimators::confidence_sequence::persist ( metric_sink ,
const std::string &   
) const

◆ reset_stats()

void VW::estimators::confidence_sequence::reset_stats ( )

◆ update()

void VW::estimators::confidence_sequence::update ( double  w,
double  r,
double  p_drop = 0.0,
double  n_drop = -1.0 
)

◆ upper_bound()

float VW::estimators::confidence_sequence::upper_bound ( ) const

Member Data Documentation

◆ adjust

bool VW::estimators::confidence_sequence::adjust

◆ alpha

double VW::estimators::confidence_sequence::alpha

◆ eta

double VW::estimators::confidence_sequence::eta

◆ last_r

double VW::estimators::confidence_sequence::last_r

◆ last_w

double VW::estimators::confidence_sequence::last_w

◆ rmax

double VW::estimators::confidence_sequence::rmax

◆ rmax_init

double VW::estimators::confidence_sequence::rmax_init

◆ rmin

double VW::estimators::confidence_sequence::rmin

◆ rmin_init

double VW::estimators::confidence_sequence::rmin_init

◆ s

double VW::estimators::confidence_sequence::s

◆ sumw

VW::details::incremental_f_sum VW::estimators::confidence_sequence::sumw

◆ sumwr

VW::details::incremental_f_sum VW::estimators::confidence_sequence::sumwr

◆ sumwrxhathigh

VW::details::incremental_f_sum VW::estimators::confidence_sequence::sumwrxhathigh

◆ sumwrxhatlow

VW::details::incremental_f_sum VW::estimators::confidence_sequence::sumwrxhatlow

◆ sumwsq

VW::details::incremental_f_sum VW::estimators::confidence_sequence::sumwsq

◆ sumwsqr

VW::details::incremental_f_sum VW::estimators::confidence_sequence::sumwsqr

◆ sumwsqrsq

VW::details::incremental_f_sum VW::estimators::confidence_sequence::sumwsqrsq

◆ sumwxhathigh

VW::details::incremental_f_sum VW::estimators::confidence_sequence::sumwxhathigh

◆ sumwxhatlow

VW::details::incremental_f_sum VW::estimators::confidence_sequence::sumwxhatlow

◆ sumxhathighsq

VW::details::incremental_f_sum VW::estimators::confidence_sequence::sumxhathighsq

◆ sumxhatlowsq

VW::details::incremental_f_sum VW::estimators::confidence_sequence::sumxhatlowsq

◆ t

int VW::estimators::confidence_sequence::t

◆ update_count

uint64_t VW::estimators::confidence_sequence::update_count

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