Derivative of the expected under-prediction loss
Usage
dexp_under_loss(g = "x", dg = NULL, F)
Arguments
- g
a non-decreasing increment function, supplied either as a function
or as a string in the variable x such as "log(x)".
- dg
derivative of g; if NULL or NA it is derived from g.
- F
predictive cdf of the outcome.
Value
A function of an allocation x.
Examples
dexp_under_loss(F = pnorm)(0)
#> [1] -0.5