diviner
Class ImprovementDiviner

java.lang.Object
  function.BasicScalarFunction
      function.VariableDomainScalarFunction
          diviner.BasicBoundConstrainedDiviner
              diviner.ImprovementDiviner

All Implemented Interfaces:

BoundConstrainedDiviner, Computable, ScalarFunction, VariableBounds, VariableInputDimension

Direct Known Subclasses:

EIDiviner, MultiMetricDiviner, PIDiviner, RiskDiviner, RiskPerfTradeDiviner

public abstract class ImprovementDiviner
extends BasicBoundConstrainedDiviner

Focuses on various ways of divining merit using the posterior distribution at a point and some computation of improvement.

Author:

dgorur

Field Summary

protected double	improvement
protected double	postMean
protected double	postStdDev
protected double	scaledImprovement

Fields inherited from class function.BasicScalarFunction

DEFAULT_BOUNDS, DEFAULT_DIM, VALUE_OUTSIDE_BOUNDS

Constructor Summary

ImprovementDiviner()

Method Summary

protected void	evaluatePosterior(double[] x) Evaluates the fit and uncertainty at the given point.
double	getTargetObjective() Returns the target objective.
void	setTargetObjective(double obj) Sets the value of the target objective desired.

Methods inherited from class diviner.BasicBoundConstrainedDiviner

getObjectiveModel, init, setObjectiveModel

Methods inherited from class function.VariableDomainScalarFunction

getBounds, getInputDimension, setBounds, setInputDimension

Methods inherited from class function.BasicScalarFunction

checkDimensions, compute, compute, compute, compute, compute, compute, getOutputDimension, isWithinBounds, makeBounds, quickCompute, quickCompute

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface function.VariableBounds

setBounds

Methods inherited from interface function.ScalarFunction

compute, compute, compute, compute, quickCompute, quickCompute

Methods inherited from interface function.Computable

compute, compute, getBounds, getInputDimension, getOutputDimension, isWithinBounds

Field Detail

postMean

protected double postMean

postStdDev

protected double postStdDev

improvement

protected double improvement

scaledImprovement

protected double scaledImprovement

Constructor Detail

ImprovementDiviner

public ImprovementDiviner()

Method Detail

getTargetObjective

public double getTargetObjective()

Returns the target objective.

Returns:

the target objective.

setTargetObjective

public void setTargetObjective(double obj)

Sets the value of the target objective desired.

Parameters:

obj - desired value of objective.

evaluatePosterior

protected void evaluatePosterior(double[] x)

Evaluates the fit and uncertainty at the given point.

Parameters:

x - the given point.