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Create a list of derivatives of expected gpl losses from a gpl_df

Source: R/gpl_df.R
dexp_gpl_df.Rd

Create a list of derivatives of expected gpl losses from a gpl_df

Usage

dexp_gpl_df(df, F)

Arguments

df

a gpl_df, as created by new_gpl_df().

F

list of predictive cdfs, one per row of df.

Value

A list of functions of an allocation x, one per target.

Examples

gdf <- new_gpl_df(N = 2, alpha = 0.5)
dexp_gpl_df(gdf, F = list(pnorm, pnorm))
#> [[1]]
#> function (x) 
#> {
#>     kappa * ((1 - alpha) * dexp_over_loss(dg = dg, F = F)(x) + 
#>         alpha * dexp_under_loss(dg = dg, F = F)(x))
#> }
#> <bytecode: 0x55d6d5547280>
#> <environment: 0x55d6d8c02e18>
#> 
#> [[2]]
#> function (x) 
#> {
#>     kappa * ((1 - alpha) * dexp_over_loss(dg = dg, F = F)(x) + 
#>         alpha * dexp_under_loss(dg = dg, F = F)(x))
#> }
#> <bytecode: 0x55d6d5547280>
#> <environment: 0x55d6d8bfba30>
#>