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Basic g-linear loss for under-prediction of an outcome

Usage

under_loss(g = function(u) u)

Arguments

g

a non-decreasing increment function, supplied either as a function or as a string in the variable x such as "log(x)".

Value

A function of an allocation x and an outcome y that penalizes only under-prediction.

Examples

ul <- under_loss()
ul(x = 1, y = 3)
#> [1] 2
ul(x = 3, y = 1)
#> [1] 0