Standard Gain Normal Independent (st_risk_ni_g)
Contents
Standard Gain Normal Independent. (Standard Deviation of Linear Loss)-(Average of Linear Loss). It is calculated with Matrix of Means (one raw matrix) and Matrix of Variances (one row matrix).
Syntax
st_risk_ni_g(matrix_m,matrix_v) |
short call; |
st_risk_ni_g_name(matrix_m,matrix_v) |
call with optional name. |
Parameters
matrix_mn is a PSG matrix of mean values:
where the header row contains names of variables. The second row contains numerical data.
matrix_vr is a PSG matrix of variance values:
where the header row contains names of variables. The second row contains numerical data.
Mathematical Definition
Standard Gain Normal Independent function is calculated as follows:
where
is mean of the loss function;
is variance of the loss function.
is Loss Function (See section Loss and Gain Functions);
is an argument of function.
Example
See also
Root Mean Squared Error, Root Mean Squared Error Normal Independent, Root Mean Squared Error Normal Dependent, Standard Risk, Standard Gain, Standard Risk Normal Independent, Standard Risk Normal Dependent, Standard Gain Normal Dependent, Standard Deviation, Mean Square Error, Mean Square Error Normal Independent, Mean Square Error Normal Dependent, Variance