search

Photrek / Nonlinear-Statistical-Coupling

Apache License 2.0
5 stars 1 forks source link

Weighted Generalized Mean #43

Closed kenricnelson closed 3 years ago

kenricnelson commented 3 years ago

This specifies an alternative method to coding the generalizaed mean. It is lower priority since the straightforward mathematics is already coded.

While the formula is well known and was implemented in this manner for the Mathematica code. The preference would be to utilize the coupled product and coupled power functions. This would then provide a foundation for the function within the coupled algebra context and incorporate the subtleties which arise regarding the variables kappa, alpha, and dimension. It is probably best to have the inputs include an option to specify either the risk_bias = -alpha kappa / (1 + dim kappa) or the alpha, kappa, and dim directly.

The functional specification is given in equation 3.15 of the Reduced Perplexity book chapter.

kenricnelson commented 3 years ago

I'm closing this issue based on the discussion Thursday night. The function exists in the entropy file and will be moved functions file. The function was originally developed using the straightforward mathematical formulation which serves our current needs.