CrossEntropyProgramEvaluatePerformances Method |
Namespace: Novacta.Analytics.Advanced
protected DoubleMatrix EvaluatePerformances( CrossEntropyContext context, DoubleMatrix sample )
Exception | Condition |
---|---|
ArgumentNullException | context is null. -or- sample is null. |
ArgumentException | sample has a NumberOfColumns not matching the StateDimension of context. |
Method EvaluatePerformances(CrossEntropyContext, DoubleMatrix) takes the matrix returned by Sample as its second parameter, the sample matrix, while its first parameter is the context which defines the performance of a specified state, referred to as the performance function.
Since the sampled points are represented as the rows of the sample matrix, it is expected that the performance function will accept such rows as valid representations of a system's state.
The performances of the points are returned as a column vector.