cf.el: Compute expected loss using the optimal stopping loss...
In mludkov/mlOSP: Machine Learning and Regression Monte Carlo Algorithms for Optimal Stopping
cf.el R Documentation
Compute expected loss using the optimal stopping loss function.
Description
Expected Loss for Contour Finding
Usage
cf.el(objMean, objSd)
Arguments
objMean
predicted mean response
objSd
posterior standard deviation of the response
Author(s)
Mike Ludkovski
References
Mike Ludkovski, Kriging Metamodels and Experimental Design for Bermudan Option Pricing
Journal of Computational Finance, 22(1), 37-77, 2018
mludkov/mlOSP documentation built on April 29, 2023, 7:56 p.m.
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| cf.el | R Documentation |
Compute expected loss using the optimal stopping loss function.
Description
Expected Loss for Contour Finding
Usage
cf.el(objMean, objSd)
Arguments
objMean |
predicted mean response |
objSd |
posterior standard deviation of the response |
Author(s)
Mike Ludkovski
References
Mike Ludkovski, Kriging Metamodels and Experimental Design for Bermudan Option Pricing Journal of Computational Finance, 22(1), 37-77, 2018
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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