EmpiricalPenaltySupremum

java.lang.Object

org.drip.learning.rxtor1.EmpiricalPenaltySupremum

public class EmpiricalPenaltySupremum
extends java.lang.Object

EmpiricalPenaltySupremum holds the Learning Function that corresponds to the Empirical Supremum, as well as the corresponding Supremum Value.

Module = Computational Core Module
Library = Statistical Learning
Project = Agnostic Learning Bounds under Empirical Loss Minimization Schemes
Package = Statistical Learning Empirical Loss Penalizer

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

EmpiricalPenaltySupremum(int iIndex, double dblValue)
EmpiricalPenaltySupremum Constructor
Method Summary

Modifier and Type Method Description

int index()
Retrieve the Index of the Supremum Empirical Function

double value()
Retrieve the Value of the Supremum Empirical Function

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details
- EmpiricalPenaltySupremum
  
  public EmpiricalPenaltySupremum(int iIndex, double dblValue) throws java.lang.Exception
  
  EmpiricalPenaltySupremum Constructor
  
  Parameters:
  
  iIndex - Penalty Index
  
  dblValue - Penalty Value
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid
Method Details
- index
  
  public int index()
  
  Retrieve the Index of the Supremum Empirical Function
  
  Returns:
  
  The Index of the Supremum Empirical Function
- value
  
  public double value()
  
  Retrieve the Value of the Supremum Empirical Function
  
  Returns:
  
  The Value of the Supremum Empirical Function